+542.4%
GLW vs TAP
-49.5%
+591.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -1.2% | +10.4% | +9.5% |
| 7D | -5.9% | -7.8% | +1.9% | -4.2% |
| 30D | -26.0% | +7.1% | -33.1% | -27.7% |
| 3M | -29.9% | -7.0% | -22.8% | -29.2% |
| 6M | -37.8% | -3.8% | -34.0% | -38.4% |
| YTD | +33.1% | -11.7% | +44.8% | +34.4% |
| 1Y | +36.8% | -10.1% | +46.9% | +37.0% |
| 3Y | +356.1% | -23.7% | +379.8% | +369.2% |
| 5Y | +243.8% | +2.9% | +240.9% | +204.7% |
| 10Y | +542.4% | -49.5% | +591.9% | +526.2% |
| All | +542.4% | -49.5% | +591.9% | +526.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 10y: compounded portfolio wealth divided by compounded TAP 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…
10y analysis · Full analysis span regression · 6 months rolling