+123.2%
GLW vs ROK
+29.3%
+93.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.3% | +4.4% | +4.5% |
| 7D | +3.8% | +0.7% | +3.1% | +3.1% |
| 30D | -1.3% | -3.3% | +2.0% | +2.0% |
| 3M | -21.8% | -5.9% | -15.9% | -16.8% |
| 6M | +6.9% | +13.9% | -7.0% | -2.2% |
| YTD | +77.2% | +12.6% | +64.6% | +58.5% |
| 1Y | +123.2% | +28.6% | +94.6% | +86.4% |
| All | +123.2% | +29.3% | +93.9% | +86.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 1y: compounded portfolio wealth divided by compounded ROK 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…
1y analysis · Full analysis span regression · 6 months rolling