+382.5%
GLW vs RUN
-80.3%
+462.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +3.7% | +3.8% | +7.2% |
| 7D | +14.0% | +10.2% | +3.9% | +12.9% |
| 30D | +0.4% | -9.6% | +10.0% | +1.3% |
| 3M | -11.3% | -31.5% | +20.2% | -8.2% |
| 6M | +35.1% | -18.7% | +53.8% | +38.0% |
| YTD | +90.5% | -49.9% | +140.4% | +99.4% |
| 1Y | +132.0% | -45.5% | +177.5% | +140.7% |
| 3Y | +463.3% | -34.1% | +497.4% | +428.0% |
| 5Y | +382.5% | -79.4% | +461.9% | +377.2% |
| All | +382.5% | -80.3% | +462.8% | +377.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling