+421.2%
GLW vs RVTY
+18.2%
+403.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.3% | +6.0% | +5.8% |
| 7D | +3.8% | +1.1% | +2.7% | +3.4% |
| 30D | -1.3% | +13.2% | -14.6% | -4.9% |
| 3M | -21.8% | +27.2% | -49.1% | -27.4% |
| 6M | +6.9% | +32.4% | -25.5% | -2.5% |
| YTD | +77.2% | +34.9% | +42.3% | +59.9% |
| 1Y | +123.2% | +52.4% | +70.9% | +94.9% |
| All | +421.2% | +18.2% | +403.1% | +374.3% |
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