+493.9%
GLW vs TAP
-49.3%
+543.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.5% | +7.1% | +3.7% |
| 7D | -13.9% | +0.5% | -14.5% | -14.2% |
| 30D | -35.0% | +9.1% | -44.1% | -36.8% |
| 3M | -32.4% | -3.8% | -28.6% | -32.3% |
| 6M | -41.3% | -3.4% | -37.9% | -42.0% |
| YTD | +21.8% | -10.6% | +32.5% | +22.7% |
| 1Y | +21.8% | -4.4% | +26.3% | +19.5% |
| 3Y | +307.7% | -24.4% | +332.0% | +321.7% |
| 5Y | +213.7% | +2.1% | +211.6% | +179.7% |
| All | +493.9% | -49.3% | +543.2% | +475.2% |
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