+40.6%
GLW vs TER
+42.7%
-2.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -6.8% | +1.0% | -1.0% |
| 7D | -9.5% | -19.9% | +10.4% | +5.5% |
| 30D | -25.5% | -43.5% | +18.1% | +11.1% |
| 3M | -25.6% | -37.8% | +12.2% | +3.0% |
| 6M | -25.5% | -25.6% | +0.1% | -6.7% |
| YTD | +36.4% | +29.8% | +6.5% | +22.8% |
| 1Y | +40.6% | +43.2% | -2.6% | +20.4% |
| All | +40.6% | +42.7% | -2.1% | +20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TER.
Daily Out/Under-Performance
Portfolio return minus TER return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TER 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 TER 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