+342.1%
GLW vs T
+67.4%
+274.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.9% | +7.6% | +5.6% |
| 7D | +3.8% | -1.3% | +5.0% | +3.7% |
| 30D | -1.3% | +11.4% | -12.7% | -1.2% |
| 3M | -21.8% | +14.3% | -36.1% | -21.8% |
| 6M | +6.9% | -9.3% | +16.2% | +9.1% |
| YTD | +77.2% | +7.1% | +70.1% | +77.2% |
| 1Y | +123.2% | -9.1% | +132.3% | +129.1% |
| 3Y | +400.0% | +105.3% | +294.7% | +325.1% |
| All | +342.1% | +67.4% | +274.8% | +302.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling