+244.0%
GLW vs TAP
-1.4%
+245.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | +15.5% | -6.3% | +21.9% | +15.4% |
| 30D | -19.6% | +2.7% | -22.3% | -19.5% |
| 3M | -28.5% | -3.7% | -24.8% | -28.4% |
| 6M | -39.5% | -2.0% | -37.5% | -39.6% |
| YTD | +37.2% | -12.3% | +49.5% | +38.5% |
| 1Y | +35.4% | -10.1% | +45.5% | +36.0% |
| 3Y | +359.7% | -25.3% | +385.0% | +369.6% |
| 5Y | +244.0% | -1.9% | +246.0% | +217.5% |
| All | +244.0% | -1.4% | +245.4% | +217.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling