+342.1%
GLW vs ROP
-13.6%
+355.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.6% | +9.3% | +5.9% |
| 7D | +3.8% | -4.4% | +8.2% | +4.1% |
| 30D | -1.3% | +3.2% | -4.6% | -1.7% |
| 3M | -21.8% | +23.1% | -44.9% | -24.8% |
| 6M | +6.9% | +13.3% | -6.4% | +4.4% |
| YTD | +77.2% | -7.9% | +85.0% | +87.8% |
| 1Y | +123.2% | -22.1% | +145.3% | +158.4% |
| 3Y | +400.0% | -16.8% | +416.8% | +447.8% |
| All | +342.1% | -13.6% | +355.7% | +345.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling