+771.8%
GLW vs XRT
+128.1%
+643.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.0% | +4.7% | +5.1% |
| 7D | +3.8% | +0.8% | +3.0% | +3.3% |
| 30D | -1.3% | -4.2% | +2.8% | +1.0% |
| 3M | -21.8% | +5.1% | -26.9% | -24.7% |
| 6M | +6.9% | +2.4% | +4.5% | +4.7% |
| YTD | +77.2% | +3.2% | +74.0% | +72.4% |
| 1Y | +123.2% | +1.5% | +121.7% | +118.8% |
| 3Y | +400.0% | +40.6% | +359.4% | +294.8% |
| 5Y | +342.8% | -1.0% | +343.8% | +321.5% |
| All | +771.8% | +128.1% | +643.7% | +288.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 10y: compounded portfolio wealth divided by compounded XRT 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…
10y analysis · Full analysis span regression · 6 months rolling