+232.7%
GLW vs XRT
-4.8%
+237.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.4% | -4.7% | -4.5% |
| 7D | +7.7% | +1.7% | +6.0% | +7.0% |
| 30D | -18.8% | +7.5% | -26.3% | -21.9% |
| 3M | -27.7% | +2.2% | -29.9% | -28.9% |
| 6M | -44.4% | +14.7% | -59.1% | -48.9% |
| YTD | +31.3% | +7.5% | +23.8% | +24.9% |
| 1Y | +40.0% | +14.1% | +25.9% | +29.1% |
| 3Y | +339.2% | +58.8% | +280.5% | +235.0% |
| All | +232.7% | -4.8% | +237.6% | +221.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling