+3,524.4%
GLW vs ROK
+14,831.9%
-11,307.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.3% | +5.2% | +6.3% |
| 7D | +1.4% | -8.5% | +9.9% | +6.2% |
| 30D | -18.2% | -6.4% | -11.8% | -15.2% |
| 3M | -24.2% | -8.8% | -15.3% | -20.1% |
| 6M | -41.7% | -10.5% | -31.2% | -37.7% |
| YTD | +38.3% | +5.4% | +32.9% | +36.9% |
| 1Y | +38.2% | +5.0% | +33.2% | +37.3% |
| 3Y | +363.4% | +64.3% | +299.1% | +257.7% |
| 5Y | +254.6% | +34.0% | +220.6% | +192.7% |
| 10Y | +562.0% | +268.2% | +293.8% | +232.7% |
| All | +3,524.4% | +14,831.9% | -11,307.5% | +277.3% |
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 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