+562.0%
GLW vs RRC
+72.2%
+489.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.3% | +6.1% | +7.3% |
| 7D | +1.4% | -0.5% | +1.9% | +1.5% |
| 30D | -18.2% | +25.2% | -43.4% | -20.8% |
| 3M | -24.2% | +27.8% | -52.0% | -26.9% |
| 6M | -41.7% | +27.2% | -68.9% | -44.0% |
| YTD | +38.3% | +48.2% | -9.9% | +29.4% |
| 1Y | +38.2% | +34.7% | +3.5% | +31.0% |
| 3Y | +363.4% | +62.2% | +301.1% | +323.2% |
| 5Y | +254.6% | +130.9% | +123.7% | +198.8% |
| 10Y | +562.0% | +73.4% | +488.5% | +355.8% |
| All | +562.0% | +72.2% | +489.8% | +355.8% |
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