+542.4%
GLW vs ROP
+189.6%
+352.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -1.0% | +10.3% | +9.7% |
| 7D | -5.9% | -1.6% | -4.2% | -5.5% |
| 30D | -26.0% | +29.5% | -55.5% | -34.3% |
| 3M | -29.9% | +17.5% | -47.4% | -35.7% |
| 6M | -37.8% | +38.1% | -75.8% | -49.0% |
| YTD | +33.1% | +7.0% | +26.1% | +24.1% |
| 1Y | +36.8% | +6.5% | +30.3% | +27.9% |
| 3Y | +356.1% | -5.5% | +361.6% | +350.8% |
| 5Y | +243.8% | -0.4% | +244.2% | +221.8% |
| 10Y | +542.4% | +183.6% | +358.8% | +191.1% |
| All | +542.4% | +189.6% | +352.8% | +191.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 10y: compounded portfolio wealth divided by compounded ROP 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…
10y analysis · Full analysis span regression · 6 months rolling