+40.6%
GLW vs RRX
+30.0%
+10.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -3.6% | -2.2% | -3.1% |
| 7D | -9.5% | +7.6% | -17.1% | -14.8% |
| 30D | -25.5% | +7.5% | -33.0% | -29.6% |
| 3M | -25.6% | -21.0% | -4.5% | -13.1% |
| 6M | -25.5% | -18.1% | -7.4% | -14.8% |
| YTD | +36.4% | +24.3% | +12.1% | +28.8% |
| 1Y | +40.6% | +29.3% | +11.3% | +32.1% |
| All | +40.6% | +30.0% | +10.6% | +32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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