+711.8%
GLW vs RUN
-33.3%
+745.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -10.6% | +7.3% | -2.1% |
| 7D | -11.1% | +0.3% | -11.5% | -11.5% |
| 30D | -28.4% | +14.0% | -42.4% | -30.0% |
| 3M | -28.8% | -11.8% | -17.0% | -28.2% |
| 6M | -39.8% | -40.4% | +0.6% | -36.5% |
| YTD | +28.7% | -52.7% | +81.4% | +36.8% |
| 1Y | +27.7% | -52.5% | +80.3% | +35.5% |
| 3Y | +331.3% | -7.7% | +339.1% | +272.8% |
| 5Y | +233.4% | -83.9% | +317.3% | +237.0% |
| 10Y | +521.8% | +84.9% | +436.8% | +323.5% |
| All | +711.8% | -33.3% | +745.1% | +474.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling