+521.8%
GLW vs RSP
+213.6%
+308.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | -11.1% | +0.7% | -11.8% | -11.6% |
| 30D | -28.4% | +3.7% | -32.1% | -31.3% |
| 3M | -28.8% | +0.7% | -29.5% | -29.3% |
| 6M | -39.8% | +9.0% | -48.9% | -45.6% |
| YTD | +28.7% | +16.7% | +12.1% | +8.2% |
| 1Y | +27.7% | +19.0% | +8.8% | +5.1% |
| 3Y | +331.3% | +64.7% | +266.6% | +141.2% |
| 5Y | +233.4% | +49.6% | +183.8% | +108.9% |
| 10Y | +521.8% | +213.2% | +308.6% | +54.5% |
| All | +521.8% | +213.6% | +308.1% | +54.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling