+542.4%
GLW vs T
+56.1%
+486.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +0.8% | +8.5% | +9.0% |
| 7D | -5.9% | +1.7% | -7.6% | -6.3% |
| 30D | -26.0% | -1.7% | -24.3% | -26.0% |
| 3M | -29.9% | -7.3% | -22.6% | -29.3% |
| 6M | -37.8% | -11.2% | -26.6% | -36.9% |
| YTD | +33.1% | -8.1% | +41.2% | +31.4% |
| 1Y | +36.8% | -8.0% | +44.8% | +34.7% |
| 3Y | +356.1% | +62.1% | +294.0% | +230.5% |
| 5Y | +243.8% | +55.7% | +188.1% | +141.6% |
| 10Y | +542.4% | +54.1% | +488.3% | +371.6% |
| All | +542.4% | +56.1% | +486.3% | +371.6% |
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