+1,448.8%
GLW vs RSG
+2,310.6%
-861.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | 0.0% | -4.3% | -4.3% |
| 7D | +7.7% | +2.5% | +5.3% | +6.8% |
| 30D | -18.8% | +12.7% | -31.6% | -22.6% |
| 3M | -27.7% | +17.9% | -45.7% | -32.5% |
| 6M | -44.4% | +25.0% | -69.4% | -49.9% |
| YTD | +31.3% | +20.8% | +10.5% | +19.1% |
| 1Y | +40.0% | +24.3% | +15.8% | +25.4% |
| 3Y | +339.2% | +65.3% | +274.0% | +249.0% |
| 5Y | +229.2% | +99.1% | +130.1% | +141.8% |
| 10Y | +528.4% | +452.4% | +76.0% | +224.8% |
| All | +1,448.8% | +2,310.6% | -861.8% | +347.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling