+4,542.6%
GLW vs ROL
+9,030.3%
-4,487.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.4% | +5.3% | +5.5% |
| 7D | +3.8% | -1.4% | +5.2% | +4.3% |
| 30D | -1.3% | -4.1% | +2.7% | +0.2% |
| 3M | -21.8% | -22.5% | +0.7% | -15.1% |
| 6M | +6.9% | -37.7% | +44.6% | +26.1% |
| YTD | +77.2% | -39.6% | +116.7% | +110.6% |
| 1Y | +123.2% | -36.0% | +159.3% | +157.4% |
| 3Y | +400.0% | -5.1% | +405.1% | +381.0% |
| 5Y | +342.8% | -3.4% | +346.2% | +312.4% |
| 10Y | +771.4% | +215.2% | +556.1% | +387.9% |
| All | +4,542.6% | +9,030.3% | -4,487.7% | +549.5% |
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