+3,093.2%
GLW vs ROST
+70,444.2%
-67,351.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.8% | +4.4% | +3.0% |
| 7D | -13.9% | +1.2% | -15.2% | -14.2% |
| 30D | -35.0% | +2.5% | -37.5% | -35.5% |
| 3M | -32.4% | -9.0% | -23.4% | -31.0% |
| 6M | -41.3% | +1.3% | -42.7% | -42.3% |
| YTD | +21.8% | +29.1% | -7.2% | +12.8% |
| 1Y | +21.8% | +45.4% | -23.6% | +9.5% |
| 3Y | +307.7% | +94.9% | +212.8% | +237.6% |
| 5Y | +213.7% | +104.0% | +109.7% | +151.8% |
| 10Y | +509.3% | +314.8% | +194.4% | +308.4% |
| All | +3,093.2% | +70,444.2% | -67,351.0% | +733.5% |
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