+949.6%
GLW vs RNG
+328.0%
+621.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.7% | -4.0% | -3.4% |
| 7D | -11.1% | -6.0% | -5.1% | -10.4% |
| 30D | -28.4% | -7.4% | -21.1% | -27.7% |
| 3M | -28.8% | +14.6% | -43.4% | -30.2% |
| 6M | -39.8% | +61.5% | -101.3% | -44.4% |
| YTD | +28.7% | +155.7% | -126.9% | +8.4% |
| 1Y | +27.7% | +172.5% | -144.7% | +6.4% |
| 3Y | +331.3% | +168.0% | +163.3% | +248.6% |
| 5Y | +233.4% | -73.8% | +307.2% | +259.2% |
| 10Y | +521.8% | +240.3% | +281.5% | +314.1% |
| All | +949.6% | +328.0% | +621.5% | +566.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RNG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling