+3,340.5%
GLW vs RRX
+4,247.4%
-906.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.3% | -2.0% | -3.3% |
| 7D | +7.7% | +4.3% | +3.4% | +6.0% |
| 30D | -18.8% | +12.3% | -31.2% | -22.6% |
| 3M | -27.7% | +3.7% | -31.4% | -28.3% |
| 6M | -44.4% | -13.9% | -30.5% | -39.9% |
| YTD | +31.3% | +26.5% | +4.8% | +20.7% |
| 1Y | +40.0% | +29.3% | +10.7% | +27.5% |
| 3Y | +339.2% | +65.6% | +273.7% | +240.8% |
| 5Y | +229.2% | +10.6% | +218.5% | +190.5% |
| 10Y | +528.4% | +202.9% | +325.5% | +257.5% |
| All | +3,340.5% | +4,247.4% | -906.9% | +1,040.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling