+38.2%
GLW vs TAP
-11.8%
+50.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.7% | +8.2% | +7.0% |
| 7D | +1.4% | -8.0% | +9.4% | -3.3% |
| 30D | -18.2% | +4.1% | -22.3% | -15.4% |
| 3M | -24.2% | -4.4% | -19.8% | -24.3% |
| 6M | -41.7% | -1.9% | -39.8% | -39.9% |
| YTD | +38.3% | -12.1% | +50.4% | +42.7% |
| 1Y | +38.2% | -12.0% | +50.2% | +42.6% |
| All | +38.2% | -11.8% | +50.0% | +42.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling