+410.2%
GLW vs RSP
+53.0%
+357.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.5% | +6.2% | +6.3% |
| 7D | +3.8% | -0.8% | +4.5% | +4.8% |
| 30D | -1.3% | -0.3% | -1.0% | -1.1% |
| 3M | -21.8% | +4.3% | -26.1% | -26.0% |
| 6M | +6.9% | +8.8% | -1.9% | -3.6% |
| YTD | +77.2% | +15.3% | +61.9% | +49.9% |
| 1Y | +123.2% | +18.3% | +105.0% | +84.1% |
| All | +410.2% | +53.0% | +357.2% | +217.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling