+421.2%
GLW vs ROL
+7.0%
+414.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.4% | +5.3% | +5.7% |
| 7D | +3.8% | -1.4% | +5.2% | +3.6% |
| 30D | -1.3% | -4.1% | +2.7% | -1.7% |
| 3M | -21.8% | -22.5% | +0.7% | -22.6% |
| 6M | +6.9% | -37.7% | +44.6% | +7.9% |
| YTD | +77.2% | -39.6% | +116.7% | +79.3% |
| 1Y | +123.2% | -36.0% | +159.3% | +124.1% |
| All | +421.2% | +7.0% | +414.2% | +372.1% |
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 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