+212.6%
GLW vs T
+52.3%
+160.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.5% | +2.5% |
| 7D | -13.9% | +1.0% | -15.0% | -13.9% |
| 30D | -35.0% | -10.6% | -24.4% | -35.3% |
| 3M | -32.4% | -7.7% | -24.6% | -32.7% |
| 6M | -41.3% | -13.3% | -28.0% | -41.1% |
| YTD | +21.8% | -8.8% | +30.6% | +21.3% |
| 1Y | +21.8% | -8.4% | +30.2% | +21.1% |
| 3Y | +307.7% | +59.6% | +248.0% | +256.8% |
| All | +212.6% | +52.3% | +160.3% | +174.0% |
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 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