+232.7%
GLW vs ROIV
+380.3%
-147.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.2% | -3.2% | -4.2% |
| 7D | +7.7% | +1.7% | +6.1% | +7.5% |
| 30D | -18.8% | +17.6% | -36.4% | -20.6% |
| 3M | -27.7% | +9.0% | -36.7% | -28.7% |
| 6M | -44.4% | +35.3% | -79.7% | -46.5% |
| YTD | +31.3% | +82.2% | -50.9% | +22.4% |
| 1Y | +40.0% | +92.3% | -52.2% | +29.8% |
| 3Y | +339.2% | +336.8% | +2.4% | +277.4% |
| All | +232.7% | +380.3% | -147.6% | +157.1% |
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