+32.1%
GLW vs TER
+30.8%
+1.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +12.7% | -3.5% | +0.1% |
| 7D | -5.9% | -5.8% | -0.1% | -2.0% |
| 30D | -26.0% | -38.9% | +12.9% | +4.4% |
| 3M | -29.9% | -35.1% | +5.2% | -5.8% |
| 6M | -37.8% | -31.6% | -6.2% | -17.9% |
| YTD | +33.1% | +27.2% | +5.9% | +20.5% |
| All | +32.1% | +30.8% | +1.2% | +16.9% |
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 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