+3,524.4%
GLW vs ROST
+73,551.8%
-70,027.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.0% | +6.5% | +7.2% |
| 7D | +1.4% | -1.8% | +3.2% | +2.0% |
| 30D | -18.2% | +6.8% | -25.0% | -19.6% |
| 3M | -24.2% | -4.0% | -20.2% | -23.7% |
| 6M | -41.7% | +12.9% | -54.6% | -44.1% |
| YTD | +38.3% | +34.7% | +3.6% | +26.8% |
| 1Y | +38.2% | +49.5% | -11.3% | +23.4% |
| 3Y | +363.4% | +101.5% | +261.9% | +280.8% |
| 5Y | +254.6% | +120.7% | +133.9% | +179.3% |
| 10Y | +562.0% | +317.8% | +244.1% | +342.7% |
| All | +3,524.4% | +73,551.8% | -70,027.4% | +836.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling