+4,542.6%
GLW vs RVTY
+2,416.7%
+2,125.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.3% | +6.0% | +5.8% |
| 7D | +3.8% | +1.1% | +2.7% | +3.3% |
| 30D | -1.3% | +13.2% | -14.6% | -6.3% |
| 3M | -21.8% | +27.2% | -49.1% | -29.4% |
| 6M | +6.9% | +32.4% | -25.5% | -5.3% |
| YTD | +77.2% | +34.9% | +42.3% | +54.5% |
| 1Y | +123.2% | +52.4% | +70.9% | +84.6% |
| 3Y | +400.0% | +12.3% | +387.7% | +347.6% |
| 5Y | +342.8% | -30.8% | +373.6% | +369.6% |
| 10Y | +771.4% | +150.7% | +620.7% | +440.6% |
| All | +4,542.6% | +2,416.7% | +2,125.9% | +1,117.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling