-41.3%
GLW vs RRC
+17.8%
-59.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.9% | +5.5% | +2.2% |
| 7D | -13.9% | -10.8% | -3.1% | -15.8% |
| 30D | -35.0% | +22.3% | -57.3% | -28.0% |
| 3M | -32.4% | +26.6% | -59.0% | -22.7% |
| 6M | -41.3% | +18.9% | -60.3% | -32.0% |
| All | -41.3% | +17.8% | -59.1% | -32.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling