+542.4%
GLW vs RSP
+222.0%
+320.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +2.3% | +7.0% | +6.5% |
| 7D | -5.9% | +0.4% | -6.3% | -6.1% |
| 30D | -26.0% | +3.7% | -29.7% | -29.0% |
| 3M | -29.9% | +0.8% | -30.7% | -30.5% |
| 6M | -37.8% | +9.1% | -46.8% | -43.8% |
| YTD | +33.1% | +16.7% | +16.4% | +11.9% |
| 1Y | +36.8% | +19.7% | +17.1% | +11.9% |
| 3Y | +356.1% | +66.7% | +289.4% | +151.4% |
| 5Y | +243.8% | +48.7% | +195.1% | +117.1% |
| 10Y | +542.4% | +215.6% | +326.8% | +59.6% |
| All | +542.4% | +222.0% | +320.4% | +59.6% |
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