+478.1%
GLW vs RSG
+57.5%
+420.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.6% |
| 7D | +16.9% | 0.0% | +16.9% | +16.9% |
| 30D | +7.0% | +3.7% | +3.3% | +8.3% |
| 3M | -3.0% | +6.2% | -9.1% | -1.1% |
| 6M | +31.0% | -2.8% | +33.8% | +35.1% |
| YTD | +93.4% | +5.9% | +87.5% | +96.7% |
| 1Y | +134.7% | -1.8% | +136.5% | +143.4% |
| All | +478.1% | +57.5% | +420.5% | +428.2% |
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