+554.2%
GLW vs RRC
+71.8%
+482.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.7% |
| 7D | +15.5% | +2.5% | +13.0% | +15.1% |
| 30D | -19.6% | +21.1% | -40.7% | -21.8% |
| 3M | -28.5% | +28.4% | -56.9% | -31.1% |
| 6M | -39.5% | +26.5% | -66.0% | -41.8% |
| YTD | +37.2% | +47.0% | -9.8% | +28.5% |
| 1Y | +35.4% | +35.2% | +0.2% | +28.3% |
| 3Y | +359.7% | +61.0% | +298.7% | +320.3% |
| 5Y | +244.0% | +133.6% | +110.4% | +189.4% |
| All | +554.2% | +71.8% | +482.3% | +351.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 10y: compounded portfolio wealth divided by compounded RRC 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…
10y analysis · Full analysis span regression · 6 months rolling