+970.3%
GLW vs RNG
+340.1%
+630.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.7% | -3.7% | -4.2% |
| 7D | +7.7% | +4.6% | +3.1% | +7.2% |
| 30D | -18.8% | +0.4% | -19.3% | -18.8% |
| 3M | -27.7% | +11.4% | -39.2% | -28.9% |
| 6M | -44.4% | +95.7% | -140.1% | -50.0% |
| YTD | +31.3% | +162.9% | -131.6% | +10.2% |
| 1Y | +40.0% | +180.3% | -140.2% | +16.3% |
| 3Y | +339.2% | +188.3% | +150.9% | +251.3% |
| 5Y | +229.2% | -72.5% | +301.7% | +252.5% |
| 10Y | +528.4% | +236.7% | +291.7% | +319.4% |
| All | +970.3% | +340.1% | +630.2% | +577.1% |
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