+562.0%
GLW vs TER
+1,093.5%
-531.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +8.3% | -0.9% | +3.5% |
| 7D | +1.4% | +5.9% | -4.5% | -1.1% |
| 30D | -18.2% | -30.8% | +12.5% | -3.3% |
| 3M | -24.2% | -29.9% | +5.8% | -10.6% |
| 6M | -41.7% | -27.5% | -14.3% | -31.3% |
| YTD | +38.3% | +37.5% | +0.8% | +25.9% |
| 1Y | +38.2% | +50.3% | -12.1% | +21.5% |
| 3Y | +363.4% | +204.9% | +158.5% | +183.3% |
| 5Y | +254.6% | +89.2% | +165.4% | +148.6% |
| 10Y | +562.0% | +1,077.0% | -515.0% | +79.9% |
| All | +562.0% | +1,093.5% | -531.5% | +79.9% |
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