+769.5%
GLW vs T
+65.5%
+703.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.9% | +7.6% | +6.3% |
| 7D | +3.8% | -1.3% | +5.0% | +4.1% |
| 30D | -1.3% | +11.4% | -12.7% | -4.7% |
| 3M | -21.8% | +14.3% | -36.1% | -26.0% |
| 6M | +6.9% | -9.3% | +16.2% | +9.5% |
| YTD | +77.2% | +7.1% | +70.1% | +69.1% |
| 1Y | +123.2% | -9.1% | +132.3% | +127.1% |
| 3Y | +400.0% | +105.3% | +294.7% | +235.0% |
| 5Y | +342.8% | +66.8% | +276.0% | +218.7% |
| All | +769.5% | +65.5% | +703.9% | +537.5% |
Cumulative growth
Daily Returns
Daily percentage return beside T.
Daily Out/Under-Performance
Portfolio return minus T return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × T 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 10y: compounded portfolio wealth divided by compounded T 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…
10y analysis · Full analysis span regression · 6 months rolling