+557.6%
GLW vs TE
-52.9%
+610.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.4% | +1.9% |
| 7D | +7.8% | +0.2% | +7.6% | +7.8% |
| 30D | -0.4% | -5.9% | +5.5% | +0.1% |
| 3M | -5.6% | -45.6% | +40.0% | -0.5% |
| 6M | +26.7% | -43.4% | +70.1% | +31.7% |
| YTD | +91.0% | -31.0% | +122.0% | +94.8% |
| 1Y | +122.4% | +145.2% | -22.8% | +105.5% |
| 3Y | +471.0% | -24.1% | +495.1% | +444.1% |
| 5Y | +385.6% | -48.1% | +433.8% | +368.0% |
| All | +557.6% | -52.9% | +610.4% | +629.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling