+382.5%
GLW vs ROST
+111.1%
+271.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.4% | +8.0% | +7.7% |
| 7D | +14.0% | +0.2% | +13.8% | +13.9% |
| 30D | +0.4% | -10.0% | +10.3% | +3.2% |
| 3M | -11.3% | +1.2% | -12.6% | -12.6% |
| 6M | +35.1% | +8.9% | +26.1% | +29.6% |
| YTD | +90.5% | +28.1% | +62.5% | +72.7% |
| 1Y | +132.0% | +53.0% | +79.1% | +97.4% |
| 3Y | +463.3% | +97.9% | +365.5% | +332.9% |
| 5Y | +382.5% | +112.0% | +270.5% | +250.3% |
| All | +382.5% | +111.1% | +271.4% | +250.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling