+338.2%
GLW vs RRC
+60.0%
+278.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.7% | -5.3% | -4.6% |
| 7D | +7.5% | +6.4% | +1.1% | +6.8% |
| 30D | -19.0% | +23.9% | -42.9% | -20.5% |
| 3M | -27.9% | +30.2% | -58.1% | -29.6% |
| 6M | -44.6% | +26.3% | -70.8% | -45.7% |
| YTD | +31.0% | +48.1% | -17.1% | +23.1% |
| 1Y | +39.7% | +37.7% | +2.1% | +33.4% |
| 3Y | +338.2% | +60.3% | +277.9% | +298.6% |
| All | +338.2% | +60.0% | +278.3% | +298.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling