+3,495.5%
GLW vs ROL
+9,602.3%
-6,106.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.2% |
| 7D | +15.5% | -1.7% | +17.2% | +16.3% |
| 30D | -19.6% | +18.5% | -38.1% | -25.0% |
| 3M | -28.5% | +4.3% | -32.8% | -30.5% |
| 6M | -39.5% | -27.7% | -11.8% | -33.4% |
| YTD | +37.2% | -35.8% | +73.0% | +57.6% |
| 1Y | +35.4% | -34.1% | +69.5% | +53.7% |
| 3Y | +359.7% | +2.9% | +356.8% | +325.1% |
| 5Y | +244.0% | +12.7% | +231.3% | +199.1% |
| 10Y | +556.7% | +212.6% | +344.1% | +265.7% |
| All | +3,495.5% | +9,602.3% | -6,106.8% | +385.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling