+123.2%
GLW vs RUN
-46.2%
+169.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.4% | +6.1% | +5.8% |
| 7D | +3.8% | +1.3% | +2.5% | +3.3% |
| 30D | -1.3% | -15.3% | +13.9% | +2.6% |
| 3M | -21.8% | -40.0% | +18.2% | -12.1% |
| 6M | +6.9% | -27.0% | +33.8% | +15.9% |
| YTD | +77.2% | -51.7% | +128.8% | +95.4% |
| 1Y | +123.2% | -45.9% | +169.1% | +149.1% |
| All | +123.2% | -46.2% | +169.4% | +149.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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