+542.4%
GLW vs XRT
+163.3%
+379.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +3.7% | +5.6% | +7.1% |
| 7D | -5.9% | +2.5% | -8.4% | -7.3% |
| 30D | -26.0% | +10.3% | -36.3% | -30.4% |
| 3M | -29.9% | +2.4% | -32.3% | -31.4% |
| 6M | -37.8% | +10.0% | -47.7% | -42.2% |
| YTD | +33.1% | +9.5% | +23.6% | +24.2% |
| 1Y | +36.8% | +17.2% | +19.7% | +22.7% |
| 3Y | +356.1% | +62.0% | +294.1% | +228.8% |
| 5Y | +243.8% | -2.1% | +245.9% | +229.7% |
| 10Y | +542.4% | +152.6% | +389.8% | +168.6% |
| All | +542.4% | +163.3% | +379.1% | +168.6% |
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