+212.6%
GLW vs ROL
+13.1%
+199.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.1% | +4.7% | +2.7% |
| 7D | -13.9% | +9.5% | -23.4% | -14.3% |
| 30D | -35.0% | +22.9% | -57.9% | -35.8% |
| 3M | -32.4% | +3.5% | -35.9% | -32.3% |
| 6M | -41.3% | -29.4% | -12.0% | -38.2% |
| YTD | +21.8% | -36.1% | +57.9% | +30.6% |
| 1Y | +21.8% | -34.4% | +56.2% | +29.7% |
| 3Y | +307.7% | +4.0% | +303.7% | +277.6% |
| All | +212.6% | +13.1% | +199.5% | +189.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling