+339.2%
GLW vs RVTY
+85.4%
+253.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.7% | -2.6% | -3.8% |
| 7D | +7.7% | -0.5% | +8.2% | +8.0% |
| 30D | -18.8% | +1.5% | -20.4% | -18.9% |
| 3M | -27.7% | +31.5% | -59.2% | -33.3% |
| 6M | -44.4% | +62.7% | -107.1% | -52.2% |
| YTD | +31.3% | +60.0% | -28.7% | +12.2% |
| 1Y | +40.0% | +65.7% | -25.7% | +18.5% |
| 3Y | +339.2% | +85.2% | +254.0% | +247.0% |
| All | +339.2% | +85.4% | +253.9% | +247.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling