+4,542.6%
GLW vs ROK
+15,847.2%
-11,304.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.3% | +4.4% | +5.1% |
| 7D | +3.8% | +0.7% | +3.1% | +3.4% |
| 30D | -1.3% | -3.3% | +2.0% | +0.4% |
| 3M | -21.8% | -5.9% | -15.9% | -19.0% |
| 6M | +6.9% | +13.9% | -7.0% | +1.7% |
| YTD | +77.2% | +12.6% | +64.6% | +68.8% |
| 1Y | +123.2% | +28.6% | +94.6% | +100.1% |
| 3Y | +400.0% | +45.1% | +354.9% | +306.0% |
| 5Y | +342.8% | +45.6% | +297.2% | +248.3% |
| 10Y | +771.4% | +345.0% | +426.4% | +297.4% |
| All | +4,542.6% | +15,847.2% | -11,304.6% | +365.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling