+833.1%
GLW vs RRX
+216.7%
+616.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.9% | -1.2% | -2.2% |
| 7D | +11.7% | -3.7% | +15.5% | +13.9% |
| 30D | +2.7% | -9.3% | +12.0% | +8.0% |
| 3M | -2.8% | -21.8% | +19.0% | +10.4% |
| 6M | +20.2% | -22.0% | +42.2% | +36.8% |
| YTD | +87.3% | +11.9% | +75.3% | +79.9% |
| 1Y | +119.6% | +11.6% | +108.0% | +110.2% |
| 3Y | +453.7% | +2.2% | +451.5% | +410.4% |
| 5Y | +376.1% | +14.9% | +361.2% | +288.3% |
| All | +833.1% | +216.7% | +616.4% | +319.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling