+4,542.6%
GLW vs TAP
+825.0%
+3,717.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.2% | +5.9% | +5.7% |
| 7D | +3.8% | -2.3% | +6.1% | +4.1% |
| 30D | -1.3% | -2.1% | +0.8% | -1.1% |
| 3M | -21.8% | +6.6% | -28.4% | -23.2% |
| 6M | +6.9% | -11.5% | +18.4% | +8.2% |
| YTD | +77.2% | -10.3% | +87.4% | +78.5% |
| 1Y | +123.2% | -14.4% | +137.6% | +126.0% |
| 3Y | +400.0% | -28.3% | +428.3% | +417.1% |
| 5Y | +342.8% | +1.7% | +341.1% | +326.5% |
| 10Y | +771.4% | -49.2% | +820.6% | +808.2% |
| All | +4,542.6% | +825.0% | +3,717.6% | +3,115.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling