+233.4%
GLW vs ROIV
+403.5%
-170.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.3% | -4.6% | -3.5% |
| 7D | -11.1% | +14.3% | -25.4% | -12.7% |
| 30D | -28.4% | +16.2% | -44.7% | -29.9% |
| 3M | -28.8% | +15.1% | -43.9% | -30.3% |
| 6M | -39.8% | +44.2% | -84.0% | -42.6% |
| YTD | +28.7% | +89.8% | -61.1% | +19.3% |
| 1Y | +27.7% | +94.6% | -66.8% | +18.0% |
| 3Y | +331.3% | +367.5% | -36.2% | +267.4% |
| 5Y | +233.4% | +421.4% | -187.9% | +156.0% |
| All | +233.4% | +403.5% | -170.1% | +156.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling