+244.0%
GLW vs RSP
+48.7%
+195.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | +0.2% |
| 7D | +15.5% | +1.8% | +13.8% | +13.4% |
| 30D | -19.6% | +3.5% | -23.0% | -22.4% |
| 3M | -28.5% | +0.2% | -28.7% | -28.6% |
| 6M | -39.5% | +9.1% | -48.6% | -45.1% |
| YTD | +37.2% | +16.6% | +20.6% | +16.6% |
| 1Y | +35.4% | +17.9% | +17.5% | +14.0% |
| 3Y | +359.7% | +64.6% | +295.1% | +172.6% |
| 5Y | +244.0% | +48.4% | +195.6% | +126.4% |
| All | +244.0% | +48.7% | +195.3% | +126.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling