+463.3%
GLW vs RRX
+4.1%
+459.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.5% | +7.0% | +7.3% |
| 7D | +14.0% | +4.3% | +9.7% | +11.9% |
| 30D | +0.4% | -8.0% | +8.4% | +4.4% |
| 3M | -11.3% | -22.0% | +10.7% | -0.7% |
| 6M | +35.1% | -11.9% | +47.0% | +45.2% |
| YTD | +90.5% | +17.1% | +73.4% | +88.9% |
| 1Y | +132.0% | +14.9% | +117.1% | +130.9% |
| 3Y | +463.3% | +6.9% | +456.4% | +461.1% |
| All | +463.3% | +4.1% | +459.2% | +461.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling