+356.1%
GLW vs ROIV
+351.4%
+4.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +4.6% | +4.6% | +7.7% |
| 7D | -5.9% | +13.3% | -19.2% | -9.6% |
| 30D | -26.0% | +14.8% | -40.8% | -29.3% |
| 3M | -29.9% | +11.9% | -41.8% | -32.9% |
| 6M | -37.8% | +42.4% | -80.2% | -44.6% |
| YTD | +33.1% | +87.4% | -54.3% | +9.4% |
| 1Y | +36.8% | +97.2% | -60.4% | +10.7% |
| 3Y | +356.1% | +375.7% | -19.6% | +182.9% |
| All | +356.1% | +351.4% | +4.7% | +182.9% |
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