+232.7%
GLW vs T
+56.8%
+176.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | 0.0% | -4.3% | -4.3% |
| 7D | +7.7% | +2.5% | +5.2% | +7.9% |
| 30D | -18.8% | -3.8% | -15.1% | -18.9% |
| 3M | -27.7% | -8.7% | -19.0% | -28.0% |
| 6M | -44.4% | -8.1% | -36.3% | -44.2% |
| YTD | +31.3% | -6.4% | +37.7% | +30.9% |
| 1Y | +40.0% | -9.8% | +49.8% | +40.3% |
| 3Y | +339.2% | +65.5% | +273.8% | +284.2% |
| All | +232.7% | +56.8% | +176.0% | +192.3% |
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