+4,542.6%
GLW vs RRX
+3,904.5%
+638.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.2% | +5.5% | +5.6% |
| 7D | +3.8% | +3.4% | +0.3% | +2.3% |
| 30D | -1.3% | -11.1% | +9.8% | +3.9% |
| 3M | -21.8% | -23.7% | +1.9% | -11.9% |
| 6M | +6.9% | -22.0% | +28.9% | +19.7% |
| YTD | +77.2% | +16.5% | +60.7% | +67.6% |
| 1Y | +123.2% | +11.5% | +111.7% | +114.1% |
| 3Y | +400.0% | +1.5% | +398.5% | +367.2% |
| 5Y | +342.8% | +18.3% | +324.5% | +276.3% |
| 10Y | +771.4% | +209.8% | +561.6% | +388.7% |
| All | +4,542.6% | +3,904.5% | +638.1% | +1,484.2% |
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 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