+562.0%
GLW vs ROK
+273.4%
+288.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.3% | +5.2% | +6.1% |
| 7D | +1.4% | -8.5% | +9.9% | +7.1% |
| 30D | -18.2% | -6.4% | -11.8% | -14.6% |
| 3M | -24.2% | -8.8% | -15.3% | -19.4% |
| 6M | -41.7% | -10.5% | -31.2% | -37.0% |
| YTD | +38.3% | +5.4% | +32.9% | +36.6% |
| 1Y | +38.2% | +5.0% | +33.2% | +37.1% |
| 3Y | +363.4% | +64.3% | +299.1% | +242.1% |
| 5Y | +254.6% | +34.0% | +220.6% | +184.1% |
| 10Y | +562.0% | +268.2% | +293.8% | +193.5% |
| All | +562.0% | +273.4% | +288.5% | +193.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling