+867.9%
GLW vs RUN
+43.6%
+824.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.6% | +6.1% | +2.1% |
| 7D | +16.9% | -1.8% | +18.7% | +17.1% |
| 30D | +7.0% | -10.8% | +17.8% | +8.4% |
| 3M | -3.0% | -30.2% | +27.2% | +1.5% |
| 6M | +31.0% | -22.3% | +53.3% | +35.2% |
| YTD | +93.4% | -52.2% | +145.6% | +107.4% |
| 1Y | +134.7% | -45.1% | +179.8% | +146.5% |
| 3Y | +471.8% | -37.1% | +508.9% | +412.9% |
| 5Y | +394.5% | -80.3% | +474.7% | +386.5% |
| 10Y | +867.9% | +45.2% | +822.7% | +474.7% |
| All | +867.9% | +43.6% | +824.4% | +474.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling