+526.0%
GLW vs ROK
+264.0%
+262.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -3.9% | -4.1% |
| 7D | +7.7% | +7.1% | +0.7% | +3.7% |
| 30D | -18.8% | -5.0% | -13.9% | -16.1% |
| 3M | -27.7% | -9.4% | -18.4% | -22.9% |
| 6M | -44.4% | -11.0% | -33.4% | -39.7% |
| YTD | +31.3% | +4.4% | +26.8% | +30.4% |
| 1Y | +40.0% | +7.4% | +32.6% | +37.2% |
| 3Y | +339.2% | +61.0% | +278.3% | +228.3% |
| 5Y | +229.2% | +30.4% | +198.8% | +168.3% |
| All | +526.0% | +264.0% | +262.0% | +179.1% |
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