+212.6%
GLW vs ROP
+1.4%
+211.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.9% | +5.5% | +2.6% |
| 7D | -13.9% | +2.1% | -16.1% | -13.9% |
| 30D | -35.0% | +32.9% | -67.9% | -35.2% |
| 3M | -32.4% | +20.3% | -52.7% | -32.4% |
| 6M | -41.3% | +36.8% | -78.1% | -42.8% |
| YTD | +21.8% | +8.1% | +13.7% | +29.6% |
| 1Y | +21.8% | +8.3% | +13.6% | +29.5% |
| 3Y | +307.7% | -3.2% | +310.9% | +350.7% |
| All | +212.6% | +1.4% | +211.3% | +220.4% |
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