+40.6%
GLW vs RSP
+21.9%
+18.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.9% | -7.7% | -9.1% |
| 7D | -9.5% | +2.7% | -12.2% | -14.0% |
| 30D | -25.5% | +5.8% | -31.3% | -33.2% |
| 3M | -25.6% | +1.8% | -27.4% | -28.4% |
| 6M | -25.5% | +11.6% | -37.1% | -41.5% |
| YTD | +36.4% | +18.0% | +18.4% | -2.9% |
| 1Y | +40.6% | +21.8% | +18.8% | -4.3% |
| All | +40.6% | +21.9% | +18.7% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RSP.
Daily Out/Under-Performance
Portfolio return minus RSP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSP 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 1y: compounded portfolio wealth divided by compounded RSP 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…
1y analysis · Full analysis span regression · 6 months rolling