+134.7%
GLW vs ROST
+51.1%
+83.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.8% | +3.3% | +1.3% |
| 7D | +16.9% | -2.2% | +19.1% | +16.6% |
| 30D | +7.0% | -11.4% | +18.4% | +6.1% |
| 3M | -3.0% | -1.6% | -1.3% | -3.1% |
| 6M | +31.0% | +6.8% | +24.2% | +26.9% |
| YTD | +93.4% | +25.8% | +67.6% | +81.5% |
| 1Y | +134.7% | +52.4% | +82.3% | +112.5% |
| All | +134.7% | +51.1% | +83.6% | +112.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 1y: compounded portfolio wealth divided by compounded ROST 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…
1y analysis · Full analysis span regression · 6 months rolling