+362.7%
GLW vs RVMD
+824.3%
-461.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -6.4% | +13.8% | +8.7% |
| 7D | +1.4% | -9.5% | +10.9% | +3.4% |
| 30D | -18.2% | -6.8% | -11.4% | -17.1% |
| 3M | -24.2% | -12.1% | -12.1% | -22.5% |
| 6M | -41.7% | +25.4% | -67.1% | -43.5% |
| YTD | +38.3% | +126.9% | -88.6% | +18.8% |
| 1Y | +38.2% | +182.0% | -143.8% | +12.9% |
| All | +362.7% | +824.3% | -461.6% | +177.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling