+542.4%
GLW vs RRC
+63.1%
+479.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +0.3% | +9.0% | +9.2% |
| 7D | -5.9% | -10.3% | +4.4% | -4.4% |
| 30D | -26.0% | +19.5% | -45.5% | -27.9% |
| 3M | -29.9% | +27.9% | -57.8% | -32.4% |
| 6M | -37.8% | +21.2% | -58.9% | -39.8% |
| YTD | +33.1% | +39.6% | -6.4% | +25.6% |
| 1Y | +36.8% | +31.3% | +5.6% | +30.1% |
| 3Y | +356.1% | +51.9% | +304.1% | +320.4% |
| 5Y | +243.8% | +110.2% | +133.6% | +193.4% |
| 10Y | +542.4% | +56.7% | +485.7% | +349.8% |
| All | +542.4% | +63.1% | +479.3% | +349.8% |
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