+421.2%
GLW vs RUN
-38.9%
+460.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.4% | +6.1% | +5.7% |
| 7D | +3.8% | +1.3% | +2.5% | +3.6% |
| 30D | -1.3% | -15.3% | +13.9% | 0.0% |
| 3M | -21.8% | -40.0% | +18.2% | -18.5% |
| 6M | +6.9% | -27.0% | +33.8% | +10.0% |
| YTD | +77.2% | -51.7% | +128.8% | +84.7% |
| 1Y | +123.2% | -45.9% | +169.1% | +131.2% |
| All | +421.2% | -38.9% | +460.1% | +403.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling