+493.9%
GLW vs RVTY
+206.3%
+287.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.8% | -0.2% | +1.4% |
| 7D | -13.9% | -1.2% | -12.7% | -13.3% |
| 30D | -35.0% | +1.0% | -36.0% | -35.1% |
| 3M | -32.4% | +35.8% | -68.2% | -41.2% |
| 6M | -41.3% | +56.7% | -98.1% | -52.5% |
| YTD | +21.8% | +60.7% | -38.9% | -3.4% |
| 1Y | +21.8% | +73.7% | -51.8% | -6.8% |
| 3Y | +307.7% | +82.8% | +224.9% | +187.3% |
| 5Y | +213.7% | -7.0% | +220.7% | +197.8% |
| All | +493.9% | +206.3% | +287.6% | +176.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 10y: compounded portfolio wealth divided by compounded RVTY 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…
10y analysis · Full analysis span regression · 6 months rolling