+562.0%
GLW vs T
+61.4%
+500.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.5% | +6.0% | +7.0% |
| 7D | +1.4% | +2.0% | -0.5% | +0.9% |
| 30D | -18.2% | -1.0% | -17.2% | -18.3% |
| 3M | -24.2% | -8.1% | -16.1% | -23.3% |
| 6M | -41.7% | -8.3% | -33.4% | -41.5% |
| YTD | +38.3% | -6.1% | +44.4% | +35.8% |
| 1Y | +38.2% | -7.4% | +45.6% | +36.2% |
| 3Y | +363.4% | +65.4% | +297.9% | +234.0% |
| 5Y | +254.6% | +57.6% | +196.9% | +149.1% |
| 10Y | +562.0% | +61.4% | +500.6% | +376.6% |
| All | +562.0% | +61.4% | +500.6% | +376.6% |
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