+526.0%
GLW vs RSG
+452.6%
+73.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | 0.0% | -4.3% | -4.3% |
| 7D | +7.7% | +2.5% | +5.3% | +6.5% |
| 30D | -18.8% | +12.7% | -31.6% | -23.9% |
| 3M | -27.7% | +17.9% | -45.7% | -34.2% |
| 6M | -44.4% | +25.0% | -69.4% | -52.1% |
| YTD | +31.3% | +20.8% | +10.5% | +13.9% |
| 1Y | +40.0% | +24.3% | +15.8% | +18.7% |
| 3Y | +339.2% | +65.3% | +274.0% | +190.5% |
| 5Y | +229.2% | +99.1% | +130.1% | +83.0% |
| All | +526.0% | +452.6% | +73.4% | +63.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling