+3,093.2%
GLW vs ROL
+9,562.4%
-6,469.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.1% | +4.7% | +3.4% |
| 7D | -13.9% | +9.5% | -23.4% | -17.0% |
| 30D | -35.0% | +22.9% | -57.9% | -40.4% |
| 3M | -32.4% | +3.5% | -35.9% | -34.1% |
| 6M | -41.3% | -29.4% | -12.0% | -34.9% |
| YTD | +21.8% | -36.1% | +57.9% | +40.1% |
| 1Y | +21.8% | -34.4% | +56.2% | +38.4% |
| 3Y | +307.7% | +4.0% | +303.7% | +275.2% |
| 5Y | +213.7% | +13.2% | +200.5% | +172.0% |
| 10Y | +509.3% | +219.7% | +289.6% | +236.1% |
| All | +3,093.2% | +9,562.4% | -6,469.2% | +331.9% |
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