+3,388.7%
GLW vs ROK
+14,213.2%
-10,824.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +3.6% | +5.7% | +7.5% |
| 7D | -5.9% | -11.5% | +5.7% | +0.2% |
| 30D | -26.0% | -10.0% | -16.0% | -21.8% |
| 3M | -29.9% | -11.4% | -18.4% | -25.1% |
| 6M | -37.8% | -13.7% | -24.1% | -32.2% |
| YTD | +33.1% | +1.0% | +32.1% | +34.5% |
| 1Y | +36.8% | +5.6% | +31.2% | +35.6% |
| 3Y | +356.1% | +59.1% | +297.0% | +257.7% |
| 5Y | +243.8% | +26.1% | +217.7% | +192.2% |
| 10Y | +542.4% | +266.4% | +276.0% | +223.9% |
| All | +3,388.7% | +14,213.2% | -10,824.5% | +270.7% |
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