+539.5%
GLW vs RVMD
+644.5%
-105.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.4% | +6.1% | +5.7% |
| 7D | +3.8% | +1.0% | +2.7% | +3.6% |
| 30D | -1.3% | +6.4% | -7.8% | -2.2% |
| 3M | -21.8% | +34.9% | -56.7% | -24.7% |
| 6M | +6.9% | +107.6% | -100.7% | -4.0% |
| YTD | +77.2% | +163.7% | -86.5% | +52.3% |
| 1Y | +123.2% | +439.2% | -316.0% | +72.8% |
| 3Y | +400.0% | +499.2% | -99.2% | +269.7% |
| 5Y | +342.8% | +621.7% | -278.9% | +201.4% |
| All | +539.5% | +644.5% | -105.0% | +288.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling