+518.2%
GLW vs RKT
-11.2%
+529.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.8% | +4.3% | +1.8% |
| 7D | +16.9% | -1.0% | +17.8% | +17.0% |
| 30D | +7.0% | -2.4% | +9.4% | +7.0% |
| 3M | -3.0% | +1.9% | -4.9% | -3.5% |
| 6M | +31.0% | -13.9% | +44.8% | +32.1% |
| YTD | +93.4% | -30.6% | +124.0% | +98.1% |
| 1Y | +134.7% | -34.4% | +169.1% | +141.1% |
| 3Y | +471.8% | +38.2% | +433.6% | +427.9% |
| 5Y | +394.5% | -9.7% | +404.1% | +353.2% |
| All | +518.2% | -11.2% | +529.4% | +449.3% |
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