+410.2%
GLW vs ROP
-16.7%
+427.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.6% | +9.3% | +4.7% |
| 7D | +3.8% | -4.4% | +8.2% | +2.5% |
| 30D | -1.3% | +3.2% | -4.6% | -0.3% |
| 3M | -21.8% | +23.1% | -44.9% | -18.0% |
| 6M | +6.9% | +13.3% | -6.4% | +12.5% |
| YTD | +77.2% | -7.9% | +85.0% | +96.4% |
| 1Y | +123.2% | -22.1% | +145.3% | +166.1% |
| All | +410.2% | -16.7% | +427.0% | +475.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling