+1,990.0%
GLW vs RSG
+2,015.2%
-25.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.1% | +6.8% | +6.1% |
| 7D | +3.8% | +0.3% | +3.5% | +3.6% |
| 30D | -1.3% | +7.6% | -8.9% | -4.0% |
| 3M | -21.8% | +7.4% | -29.2% | -24.8% |
| 6M | +6.9% | -3.3% | +10.2% | +6.2% |
| YTD | +77.2% | +6.0% | +71.1% | +69.7% |
| 1Y | +123.2% | -3.7% | +126.9% | +120.8% |
| 3Y | +400.0% | +59.1% | +340.9% | +304.4% |
| 5Y | +342.8% | +89.0% | +253.8% | +232.8% |
| 10Y | +771.4% | +412.5% | +358.9% | +366.8% |
| All | +1,990.0% | +2,015.2% | -25.3% | +537.9% |
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