+867.9%
GLW vs ROK
+343.9%
+524.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.9% |
| 7D | +16.9% | +0.2% | +16.7% | +16.7% |
| 30D | +7.0% | -1.8% | +8.8% | +8.2% |
| 3M | -3.0% | -7.2% | +4.2% | +1.7% |
| 6M | +31.0% | +14.2% | +16.8% | +23.4% |
| YTD | +93.4% | +10.6% | +82.8% | +84.7% |
| 1Y | +134.7% | +25.9% | +108.8% | +109.7% |
| 3Y | +471.8% | +50.8% | +421.0% | +340.8% |
| 5Y | +394.5% | +47.0% | +347.4% | +271.2% |
| 10Y | +867.9% | +354.9% | +513.0% | +298.3% |
| All | +867.9% | +343.9% | +524.0% | +298.3% |
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