+652.7%
GLW vs XRT
+529.0%
+123.7%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.7% | +4.3% | +3.8% |
| 7D | -13.9% | +0.9% | -14.8% | -14.7% |
| 30D | -35.0% | +7.9% | -42.9% | -38.8% |
| 3M | -32.4% | -0.2% | -32.2% | -33.1% |
| 6M | -41.3% | +5.6% | -46.9% | -44.7% |
| YTD | +21.8% | +5.7% | +16.2% | +15.0% |
| 1Y | +21.8% | +14.6% | +7.3% | +8.7% |
| 3Y | +307.7% | +50.7% | +257.0% | +193.0% |
| 5Y | +213.7% | -4.8% | +218.5% | +199.4% |
| 10Y | +509.3% | +152.6% | +356.6% | +152.3% |
| All | +652.7% | +529.0% | +123.7% | +38.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling