+35.4%
GLW vs RUN
-57.8%
+93.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.1% | +5.3% | +0.7% |
| 7D | +15.5% | -13.7% | +29.2% | +19.6% |
| 30D | -19.6% | +9.4% | -28.9% | -22.7% |
| 3M | -28.5% | -13.4% | -15.1% | -26.6% |
| 6M | -39.5% | -39.6% | +0.1% | -32.2% |
| YTD | +37.2% | -53.7% | +90.9% | +50.4% |
| 1Y | +35.4% | -56.2% | +91.6% | +51.0% |
| All | +35.4% | -57.8% | +93.2% | +51.0% |
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