+254.6%
GLW vs TE
-80.5%
+335.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.9% | +4.5% | +7.1% |
| 7D | +1.4% | -22.0% | +23.4% | +4.4% |
| 30D | -18.2% | -33.6% | +15.4% | -14.5% |
| 3M | -24.2% | -61.1% | +36.9% | -16.3% |
| 6M | -41.7% | -64.7% | +23.0% | -35.1% |
| YTD | +38.3% | -68.1% | +106.4% | +53.5% |
| 1Y | +38.2% | -51.7% | +89.9% | +48.1% |
| 3Y | +363.4% | +42.0% | +321.4% | +324.9% |
| 5Y | +254.6% | -80.8% | +335.4% | +277.6% |
| All | +254.6% | -80.5% | +335.1% | +277.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling