+562.0%
GLW vs ROL
+214.5%
+347.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.1% | +7.3% | +7.4% |
| 7D | +1.4% | +0.8% | +0.7% | +1.2% |
| 30D | -18.2% | +20.6% | -38.8% | -23.0% |
| 3M | -24.2% | +4.5% | -28.7% | -25.7% |
| 6M | -41.7% | -26.5% | -15.2% | -36.3% |
| YTD | +38.3% | -34.8% | +73.1% | +57.3% |
| 1Y | +38.2% | -33.2% | +71.4% | +55.4% |
| 3Y | +363.4% | +4.5% | +358.9% | +318.2% |
| 5Y | +254.6% | +15.5% | +239.0% | +196.2% |
| 10Y | +562.0% | +217.2% | +344.7% | +208.1% |
| All | +562.0% | +214.5% | +347.5% | +208.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling