+1,518.6%
GLW vs RSG
+2,310.7%
-792.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -1.3% |
| 7D | +15.5% | +1.4% | +14.1% | +14.9% |
| 30D | -19.6% | +15.0% | -34.6% | -23.9% |
| 3M | -28.5% | +18.5% | -47.0% | -33.3% |
| 6M | -39.5% | +25.8% | -65.3% | -45.5% |
| YTD | +37.2% | +20.8% | +16.4% | +24.5% |
| 1Y | +35.4% | +24.8% | +10.6% | +21.1% |
| 3Y | +359.7% | +65.9% | +293.8% | +264.7% |
| 5Y | +244.0% | +99.1% | +144.9% | +152.7% |
| 10Y | +556.7% | +452.4% | +104.3% | +239.5% |
| All | +1,518.6% | +2,310.7% | -792.1% | +367.9% |
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