+1,344.3%
GLW vs RNG
+327.7%
+1,016.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.9% | +9.6% | +6.2% |
| 7D | +3.8% | +5.8% | -2.0% | +3.0% |
| 30D | -1.3% | +19.6% | -21.0% | -3.8% |
| 3M | -21.8% | +67.0% | -88.8% | -27.6% |
| 6M | +6.9% | +88.4% | -81.5% | -4.2% |
| YTD | +77.2% | +155.5% | -78.3% | +49.4% |
| 1Y | +123.2% | +141.7% | -18.4% | +89.2% |
| 3Y | +400.0% | +131.1% | +268.9% | +312.9% |
| 5Y | +342.8% | -70.6% | +413.4% | +366.7% |
| 10Y | +771.4% | +228.2% | +543.2% | +483.1% |
| All | +1,344.3% | +327.7% | +1,016.6% | +818.0% |
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