+3,093.2%
GLW vs RVTY
+2,899.1%
+194.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.8% | -0.2% | +1.5% |
| 7D | -13.9% | -1.2% | -12.7% | -13.4% |
| 30D | -35.0% | +1.0% | -36.0% | -35.1% |
| 3M | -32.4% | +35.8% | -68.2% | -40.7% |
| 6M | -41.3% | +56.7% | -98.1% | -51.8% |
| YTD | +21.8% | +60.7% | -38.9% | -1.6% |
| 1Y | +21.8% | +73.7% | -51.8% | -4.7% |
| 3Y | +307.7% | +82.8% | +224.9% | +200.4% |
| 5Y | +213.7% | -7.0% | +220.7% | +193.6% |
| 10Y | +509.3% | +212.3% | +296.9% | +244.2% |
| All | +3,093.2% | +2,899.1% | +194.2% | +675.5% |
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