+232.7%
GLW vs RRC
+134.0%
+98.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.7% | -5.0% | -4.4% |
| 7D | +7.7% | +6.4% | +1.4% | +6.8% |
| 30D | -18.8% | +23.9% | -42.7% | -21.2% |
| 3M | -27.7% | +30.2% | -57.9% | -30.4% |
| 6M | -44.4% | +26.3% | -70.7% | -46.4% |
| YTD | +31.3% | +48.1% | -16.8% | +22.4% |
| 1Y | +40.0% | +37.7% | +2.4% | +32.1% |
| 3Y | +339.2% | +60.3% | +278.9% | +298.9% |
| All | +232.7% | +134.0% | +98.8% | +189.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling