+359.0%
GLW vs RSG
+66.5%
+292.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -0.1% |
| 7D | +15.5% | +1.4% | +14.1% | +16.3% |
| 30D | -19.6% | +15.0% | -34.6% | -14.0% |
| 3M | -28.5% | +18.5% | -47.0% | -22.6% |
| 6M | -39.5% | +25.8% | -65.3% | -33.9% |
| YTD | +37.2% | +20.8% | +16.4% | +49.4% |
| 1Y | +35.4% | +24.8% | +10.6% | +46.1% |
| All | +359.0% | +66.5% | +292.6% | +389.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling