+132.0%
GLW vs RRC
+20.2%
+111.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.3% | +7.8% | +7.5% |
| 7D | +14.0% | -1.2% | +15.2% | +13.6% |
| 30D | +0.4% | +9.4% | -9.1% | +3.0% |
| 3M | -11.3% | +7.4% | -18.7% | -8.6% |
| 6M | +35.1% | +1.5% | +33.6% | +38.6% |
| YTD | +90.5% | +19.4% | +71.1% | +96.3% |
| 1Y | +132.0% | +24.2% | +107.8% | +139.7% |
| All | +132.0% | +20.2% | +111.8% | +139.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling