+119.6%
GLW vs RVMD
+396.9%
-277.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.1% | -1.1% | -2.9% |
| 7D | +11.7% | -3.6% | +15.3% | +12.2% |
| 30D | +2.7% | -1.1% | +3.7% | +2.8% |
| 3M | -2.8% | +41.0% | -43.8% | -5.2% |
| 6M | +20.2% | +105.7% | -85.5% | +14.3% |
| YTD | +87.3% | +155.3% | -68.0% | +75.8% |
| 1Y | +119.6% | +402.7% | -283.1% | +91.1% |
| All | +119.6% | +396.9% | -277.4% | +91.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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