+394.5%
GLW vs RSG
+90.2%
+304.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.5% |
| 7D | +16.9% | 0.0% | +16.9% | +16.9% |
| 30D | +7.0% | +3.7% | +3.3% | +6.7% |
| 3M | -3.0% | +6.2% | -9.1% | -4.0% |
| 6M | +31.0% | -2.8% | +33.8% | +32.6% |
| YTD | +93.4% | +5.9% | +87.5% | +89.9% |
| 1Y | +134.7% | -1.8% | +136.5% | +136.5% |
| 3Y | +471.8% | +57.5% | +414.3% | +361.9% |
| 5Y | +394.5% | +91.1% | +303.4% | +260.4% |
| All | +394.5% | +90.2% | +304.3% | +260.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling