+562.0%
GLW vs XRT
+145.8%
+416.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.1% | +7.5% | +7.5% |
| 7D | +1.4% | -1.4% | +2.9% | +2.6% |
| 30D | -18.2% | +9.8% | -28.0% | -22.9% |
| 3M | -24.2% | +3.3% | -27.5% | -26.3% |
| 6M | -41.7% | +13.6% | -55.3% | -46.7% |
| YTD | +38.3% | +9.1% | +29.2% | +29.4% |
| 1Y | +38.2% | +15.1% | +23.1% | +25.2% |
| 3Y | +363.4% | +59.9% | +303.4% | +236.4% |
| 5Y | +254.6% | -1.7% | +256.3% | +239.1% |
| 10Y | +562.0% | +141.1% | +420.8% | +178.9% |
| All | +562.0% | +145.8% | +416.1% | +178.9% |
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