+123.2%
GLW vs TE
+132.3%
-9.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.3% | +4.4% | +5.5% |
| 7D | +3.8% | -4.0% | +7.7% | +4.4% |
| 30D | -1.3% | -15.9% | +14.6% | +1.2% |
| 3M | -21.8% | -60.5% | +38.7% | -12.2% |
| 6M | +6.9% | -35.2% | +42.1% | +14.4% |
| YTD | +77.2% | -31.1% | +108.3% | +87.6% |
| 1Y | +123.2% | +148.6% | -25.4% | +140.2% |
| All | +123.2% | +132.3% | -9.1% | +140.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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