+222.7%
GLW vs ROIV
+270.3%
-47.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.2% | -3.6% | +1.9% |
| 7D | -13.9% | +5.3% | -19.3% | -14.5% |
| 30D | -35.0% | +11.9% | -46.9% | -35.9% |
| 3M | -32.4% | +10.7% | -43.1% | -33.3% |
| 6M | -41.3% | +34.9% | -76.3% | -43.3% |
| YTD | +21.8% | +79.2% | -57.3% | +14.7% |
| 1Y | +21.8% | +89.0% | -67.2% | +14.2% |
| 3Y | +307.7% | +337.3% | -29.7% | +257.6% |
| 5Y | +213.7% | +402.3% | -188.6% | +154.3% |
| All | +222.7% | +270.3% | -47.5% | +176.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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