+339.2%
GLW vs ROL
+5.9%
+333.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.6% | -6.9% | -3.9% |
| 7D | +7.7% | +3.0% | +4.8% | +8.3% |
| 30D | -18.8% | +19.8% | -38.6% | -16.2% |
| 3M | -27.7% | +7.9% | -35.6% | -26.1% |
| 6M | -44.4% | -25.6% | -18.8% | -43.5% |
| YTD | +31.3% | -34.1% | +65.4% | +34.7% |
| 1Y | +40.0% | -31.4% | +71.4% | +43.1% |
| 3Y | +339.2% | +4.7% | +334.6% | +317.8% |
| All | +339.2% | +5.9% | +333.4% | +317.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling