+38.2%
GLW vs ROK
+5.2%
+33.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.3% | +5.2% | +5.1% |
| 7D | +1.4% | -8.5% | +9.9% | +10.6% |
| 30D | -18.2% | -6.4% | -11.8% | -12.6% |
| 3M | -24.2% | -8.8% | -15.3% | -16.5% |
| 6M | -41.7% | -10.5% | -31.2% | -34.3% |
| YTD | +38.3% | +5.4% | +32.9% | +28.9% |
| 1Y | +38.2% | +5.0% | +33.2% | +30.6% |
| All | +38.2% | +5.2% | +33.0% | +30.6% |
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