+542.4%
GLW vs TER
+1,026.7%
-484.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +12.7% | -3.5% | +3.3% |
| 7D | -5.9% | -5.8% | -0.1% | -3.1% |
| 30D | -26.0% | -38.9% | +12.9% | -7.2% |
| 3M | -29.9% | -35.1% | +5.2% | -14.3% |
| 6M | -37.8% | -31.6% | -6.2% | -24.5% |
| YTD | +33.1% | +27.2% | +5.9% | +25.6% |
| 1Y | +36.8% | +35.2% | +1.6% | +26.0% |
| 3Y | +356.1% | +192.8% | +163.3% | +184.6% |
| 5Y | +243.8% | +72.4% | +171.4% | +151.5% |
| 10Y | +542.4% | +1,001.8% | -459.5% | +80.8% |
| All | +542.4% | +1,026.7% | -484.3% | +80.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling