+40.6%
GLW vs RSG
+19.5%
+21.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.0% | -6.9% | -4.4% |
| 7D | -9.5% | +5.1% | -14.6% | -2.6% |
| 30D | -25.5% | +15.3% | -40.8% | -7.9% |
| 3M | -25.6% | +18.6% | -44.1% | -4.1% |
| 6M | -25.5% | +19.5% | -45.0% | -0.4% |
| YTD | +36.4% | +17.2% | +19.2% | +82.3% |
| 1Y | +40.6% | +19.6% | +21.0% | +91.4% |
| All | +40.6% | +19.5% | +21.1% | +91.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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