+38.2%
GLW vs XRT
+15.4%
+22.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.1% | +7.5% | +7.4% |
| 7D | +1.4% | -1.4% | +2.9% | +1.6% |
| 30D | -18.2% | +9.8% | -28.0% | -19.9% |
| 3M | -24.2% | +3.3% | -27.5% | -24.2% |
| 6M | -41.7% | +13.6% | -55.3% | -46.2% |
| YTD | +38.3% | +9.1% | +29.2% | +27.7% |
| 1Y | +38.2% | +15.1% | +23.1% | +24.6% |
| All | +38.2% | +15.4% | +22.8% | +24.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling