+339.2%
GLW vs T
+65.2%
+274.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | 0.0% | -4.3% | -4.3% |
| 7D | +7.7% | +2.5% | +5.2% | +8.7% |
| 30D | -18.8% | -3.8% | -15.1% | -19.5% |
| 3M | -27.7% | -8.7% | -19.0% | -29.2% |
| 6M | -44.4% | -8.1% | -36.3% | -44.3% |
| YTD | +31.3% | -6.4% | +37.7% | +32.1% |
| 1Y | +40.0% | -9.8% | +49.8% | +40.9% |
| 3Y | +339.2% | +65.5% | +273.8% | +327.1% |
| All | +339.2% | +65.2% | +274.1% | +327.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling