+3,093.2%
GLW vs T
+1,619.7%
+1,473.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.5% | +2.9% |
| 7D | -13.9% | +1.0% | -15.0% | -14.3% |
| 30D | -35.0% | -10.6% | -24.4% | -32.9% |
| 3M | -32.4% | -7.7% | -24.6% | -31.4% |
| 6M | -41.3% | -13.3% | -28.0% | -40.0% |
| YTD | +21.8% | -8.8% | +30.6% | +20.6% |
| 1Y | +21.8% | -8.4% | +30.2% | +20.1% |
| 3Y | +307.7% | +59.6% | +248.0% | +207.5% |
| 5Y | +213.7% | +52.1% | +161.6% | +133.7% |
| 10Y | +509.3% | +56.9% | +452.4% | +347.6% |
| All | +3,093.2% | +1,619.7% | +1,473.5% | +614.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling