+38.2%
GLW vs RVTY
+70.8%
-32.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.5% | +8.0% | +7.6% |
| 7D | +1.4% | -0.7% | +2.2% | +1.9% |
| 30D | -18.2% | +1.7% | -20.0% | -18.3% |
| 3M | -24.2% | +36.8% | -61.0% | -30.7% |
| 6M | -41.7% | +60.1% | -101.8% | -50.1% |
| YTD | +38.3% | +64.0% | -25.7% | +12.0% |
| 1Y | +38.2% | +68.2% | -30.0% | +13.4% |
| All | +38.2% | +70.8% | -32.6% | +13.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling