+521.8%
GLW vs ROL
+211.1%
+310.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -3.0% | -3.2% |
| 7D | -11.1% | +3.4% | -14.5% | -12.0% |
| 30D | -28.4% | +20.8% | -49.2% | -32.6% |
| 3M | -28.8% | +3.7% | -32.5% | -30.0% |
| 6M | -39.8% | -27.7% | -12.2% | -33.9% |
| YTD | +28.7% | -34.9% | +63.7% | +46.5% |
| 1Y | +27.7% | -33.3% | +61.0% | +43.7% |
| 3Y | +331.3% | +4.3% | +327.0% | +289.4% |
| 5Y | +233.4% | +15.0% | +218.5% | +179.2% |
| 10Y | +521.8% | +214.7% | +307.1% | +195.5% |
| All | +521.8% | +211.1% | +310.7% | +195.5% |
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