+214.5%
GLW vs ROIV
+248.8%
-34.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -4.2% | -8.7% | -12.4% |
| 7D | -19.7% | -2.4% | -17.3% | -19.5% |
| 30D | -38.8% | +3.1% | -41.9% | -39.0% |
| 3M | -33.9% | +5.8% | -39.7% | -34.4% |
| 6M | -36.0% | +29.3% | -65.3% | -37.7% |
| YTD | +18.7% | +68.8% | -50.0% | +12.6% |
| 1Y | +19.8% | +81.0% | -61.2% | +12.9% |
| 3Y | +294.3% | +294.6% | -0.3% | +249.1% |
| 5Y | +205.7% | +373.1% | -167.4% | +149.6% |
| All | +214.5% | +248.8% | -34.2% | +171.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling