+132.0%
GLW vs XRT
-1.4%
+133.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -2.2% | +9.7% | +8.3% |
| 7D | +14.0% | -0.3% | +14.3% | +14.0% |
| 30D | +0.4% | -5.6% | +6.0% | +2.6% |
| 3M | -11.3% | +2.5% | -13.9% | -14.5% |
| 6M | +35.1% | +3.7% | +31.4% | +28.1% |
| YTD | +90.5% | +1.0% | +89.6% | +82.9% |
| 1Y | +132.0% | -1.2% | +133.2% | +121.1% |
| All | +132.0% | -1.4% | +133.4% | +121.1% |
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