+739.5%
GLW vs RUN
-25.4%
+764.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -2.4% | +11.7% | +9.5% |
| 7D | -5.9% | +18.1% | -23.9% | -8.0% |
| 30D | -26.0% | +27.5% | -53.5% | -28.5% |
| 3M | -29.9% | -4.5% | -25.4% | -29.9% |
| 6M | -37.8% | -33.3% | -4.4% | -35.1% |
| YTD | +33.1% | -47.1% | +80.2% | +39.7% |
| 1Y | +36.8% | -43.1% | +80.0% | +42.3% |
| 3Y | +356.1% | -3.0% | +359.1% | +292.3% |
| 5Y | +243.8% | -82.6% | +326.4% | +245.0% |
| 10Y | +542.4% | +103.3% | +439.1% | +332.5% |
| All | +739.5% | -25.4% | +764.9% | +486.3% |
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