+837.6%
GLW vs ROP
+134.1%
+703.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -2.9% | +10.4% | +8.8% |
| 7D | +14.0% | -5.4% | +19.4% | +16.6% |
| 30D | +0.4% | -1.6% | +2.0% | +0.5% |
| 3M | -11.3% | +18.8% | -30.2% | -21.2% |
| 6M | +35.1% | +8.2% | +26.9% | +24.3% |
| YTD | +90.5% | -10.5% | +101.0% | +93.8% |
| 1Y | +132.0% | -23.7% | +155.8% | +161.6% |
| 3Y | +463.3% | -17.9% | +481.2% | +490.5% |
| 5Y | +382.5% | -15.3% | +397.8% | +386.4% |
| 10Y | +837.6% | +133.4% | +704.3% | +373.8% |
| All | +837.6% | +134.1% | +703.5% | +373.8% |
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