+3,107.7%
GLW vs ROP
+25,523.2%
-22,415.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.6% | +9.3% | +7.0% |
| 7D | +3.8% | -4.4% | +8.2% | +5.4% |
| 30D | -1.3% | +3.2% | -4.6% | -2.8% |
| 3M | -21.8% | +23.1% | -44.9% | -29.2% |
| 6M | +6.9% | +13.3% | -6.4% | -1.5% |
| YTD | +77.2% | -7.9% | +85.0% | +74.8% |
| 1Y | +123.2% | -22.1% | +145.3% | +134.5% |
| 3Y | +400.0% | -16.8% | +416.8% | +409.3% |
| 5Y | +342.8% | -13.5% | +356.3% | +342.8% |
| 10Y | +771.4% | +137.7% | +633.7% | +504.2% |
| All | +3,107.7% | +25,523.2% | -22,415.5% | +793.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling