+325.5%
GLW vs RKT
+0.4%
+325.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +0.9% | +8.4% | +9.2% |
| 7D | -5.9% | +10.3% | -16.2% | -6.9% |
| 30D | -26.0% | +32.3% | -58.3% | -28.2% |
| 3M | -29.9% | +10.7% | -40.6% | -30.9% |
| 6M | -37.8% | -3.2% | -34.6% | -38.1% |
| YTD | +33.1% | -21.5% | +54.7% | +34.3% |
| 1Y | +36.8% | -6.0% | +42.8% | +35.7% |
| 3Y | +356.1% | +104.2% | +251.9% | +304.3% |
| 5Y | +243.8% | +2.5% | +241.3% | +210.4% |
| All | +325.5% | +0.4% | +325.0% | +272.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RKT.
Daily Out/Under-Performance
Portfolio return minus RKT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKT 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 RKT 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