+40.6%
GLW vs ROL
-34.1%
+74.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +2.8% | -8.6% | -4.6% |
| 7D | -9.5% | +14.6% | -24.0% | -3.6% |
| 30D | -25.5% | +29.3% | -54.7% | -16.2% |
| 3M | -25.6% | +2.0% | -27.6% | -23.8% |
| 6M | -25.5% | -28.5% | +3.0% | -26.1% |
| YTD | +36.4% | -35.3% | +71.7% | +37.7% |
| 1Y | +40.6% | -34.7% | +75.3% | +38.8% |
| All | +40.6% | -34.1% | +74.7% | +38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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