+21.8%
GLW vs RSP
+17.3%
+4.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +3.3% |
| 7D | -13.9% | -1.0% | -12.9% | -11.8% |
| 30D | -35.0% | +2.6% | -37.6% | -38.0% |
| 3M | -32.4% | -0.8% | -31.6% | -31.5% |
| 6M | -41.3% | +6.3% | -47.6% | -49.1% |
| YTD | +21.8% | +14.1% | +7.7% | -7.4% |
| 1Y | +21.8% | +18.0% | +3.8% | -11.9% |
| All | +21.8% | +17.3% | +4.6% | -11.9% |
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