+38.2%
GLW vs T
-6.4%
+44.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.5% | +6.0% | +8.5% |
| 7D | +1.4% | +2.0% | -0.5% | +2.8% |
| 30D | -18.2% | -1.0% | -17.2% | -18.0% |
| 3M | -24.2% | -8.1% | -16.1% | -27.4% |
| 6M | -41.7% | -8.3% | -33.4% | -41.4% |
| YTD | +38.3% | -6.1% | +44.4% | +49.9% |
| 1Y | +38.2% | -7.4% | +45.6% | +49.0% |
| All | +38.2% | -6.4% | +44.6% | +49.0% |
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