+526.0%
GLW vs TER
+998.2%
-472.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.4% | +1.1% | -1.8% |
| 7D | +7.7% | +14.4% | -6.6% | +1.2% |
| 30D | -18.8% | -30.6% | +11.7% | -4.1% |
| 3M | -27.7% | -39.2% | +11.4% | -9.0% |
| 6M | -44.4% | -31.3% | -13.2% | -32.8% |
| YTD | +31.3% | +29.1% | +2.2% | +23.1% |
| 1Y | +40.0% | +47.4% | -7.4% | +24.7% |
| 3Y | +339.2% | +191.2% | +148.0% | +174.7% |
| 5Y | +229.2% | +74.0% | +155.2% | +140.0% |
| All | +526.0% | +998.2% | -472.2% | +76.0% |
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