-41.7%
GLW vs TE
-64.4%
+22.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.9% | +4.5% | +6.5% |
| 7D | +1.4% | -22.0% | +23.4% | +10.1% |
| 30D | -18.2% | -33.6% | +15.4% | -7.0% |
| 3M | -24.2% | -61.1% | +36.9% | +1.5% |
| 6M | -41.7% | -64.7% | +23.0% | -19.1% |
| All | -41.7% | -64.4% | +22.7% | -19.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling