+851.8%
GLW vs TDY
+479.2%
+372.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.2% | +0.8% | +1.3% |
| 7D | +7.8% | -1.1% | +9.0% | +8.5% |
| 30D | -0.4% | -12.0% | +11.6% | +7.5% |
| 3M | -5.6% | -3.2% | -2.4% | -2.9% |
| 6M | +26.7% | -7.9% | +34.6% | +35.0% |
| YTD | +91.0% | +18.2% | +72.8% | +78.3% |
| 1Y | +122.4% | +6.7% | +115.8% | +118.9% |
| 3Y | +471.0% | +47.5% | +423.5% | +369.1% |
| 5Y | +385.6% | +39.5% | +346.1% | +304.2% |
| All | +851.8% | +479.2% | +372.6% | +323.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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