+837.6%
GLW vs ROL
+203.4%
+634.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -2.5% | +10.1% | +8.4% |
| 7D | +14.0% | -3.4% | +17.4% | +15.2% |
| 30D | +0.4% | -6.9% | +7.3% | +2.5% |
| 3M | -11.3% | -24.6% | +13.3% | -3.9% |
| 6M | +35.1% | -39.5% | +74.6% | +58.5% |
| YTD | +90.5% | -41.1% | +131.6% | +124.7% |
| 1Y | +132.0% | -37.9% | +170.0% | +166.0% |
| 3Y | +463.3% | +0.8% | +462.5% | +411.0% |
| 5Y | +382.5% | -4.7% | +387.2% | +336.9% |
| 10Y | +837.6% | +207.9% | +629.8% | +396.1% |
| All | +837.6% | +203.4% | +634.3% | +396.1% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling