+307.7%
GLW vs ROIV
+314.9%
-7.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.2% | -3.6% | +0.6% |
| 7D | -13.9% | +5.3% | -19.3% | -15.4% |
| 30D | -35.0% | +11.9% | -46.9% | -37.4% |
| 3M | -32.4% | +10.7% | -43.1% | -35.0% |
| 6M | -41.3% | +34.9% | -76.3% | -46.9% |
| YTD | +21.8% | +79.2% | -57.3% | +1.7% |
| 1Y | +21.8% | +89.0% | -67.2% | 0.0% |
| 3Y | +307.7% | +337.3% | -29.7% | +160.5% |
| All | +307.7% | +314.9% | -7.3% | +160.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling