+132.0%
GLW vs T
-5.9%
+138.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.3% | +7.9% | +7.3% |
| 7D | +14.0% | -1.5% | +15.6% | +12.7% |
| 30D | +0.4% | +7.6% | -7.3% | +6.6% |
| 3M | -11.3% | +15.3% | -26.6% | +0.9% |
| 6M | +35.1% | -8.5% | +43.5% | +37.6% |
| YTD | +90.5% | +6.8% | +83.8% | +117.0% |
| 1Y | +132.0% | -7.2% | +139.3% | +155.5% |
| All | +132.0% | -5.9% | +138.0% | +155.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling