+509.7%
GLW vs TE
-53.0%
+562.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.3% | +4.4% | +5.6% |
| 7D | +3.8% | -4.0% | +7.7% | +4.1% |
| 30D | -1.3% | -15.9% | +14.6% | +0.2% |
| 3M | -21.8% | -60.5% | +38.7% | -15.6% |
| 6M | +6.9% | -35.2% | +42.1% | +10.0% |
| YTD | +77.2% | -31.1% | +108.3% | +80.6% |
| 1Y | +123.2% | +148.6% | -25.4% | +106.1% |
| 3Y | +400.0% | -26.4% | +426.4% | +377.8% |
| 5Y | +342.8% | -48.0% | +390.8% | +326.7% |
| All | +509.7% | -53.0% | +562.7% | +576.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling