+493.9%
GLW vs RSP
+215.0%
+278.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +3.1% |
| 7D | -13.9% | -1.0% | -12.9% | -12.7% |
| 30D | -35.0% | +2.6% | -37.6% | -37.0% |
| 3M | -32.4% | -0.8% | -31.6% | -31.8% |
| 6M | -41.3% | +6.3% | -47.6% | -45.4% |
| YTD | +21.8% | +14.1% | +7.7% | +5.0% |
| 1Y | +21.8% | +18.0% | +3.8% | +1.2% |
| 3Y | +307.7% | +61.0% | +246.6% | +134.0% |
| 5Y | +213.7% | +45.6% | +168.1% | +102.9% |
| All | +493.9% | +215.0% | +278.9% | +54.3% |
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 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