+331.3%
GLW vs TER
+188.4%
+142.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.1% | -3.2% |
| 7D | -11.1% | -8.9% | -2.2% | -6.7% |
| 30D | -28.4% | -39.1% | +10.6% | -8.1% |
| 3M | -28.8% | -32.8% | +4.0% | -12.9% |
| 6M | -39.8% | -31.7% | -8.1% | -25.1% |
| YTD | +28.7% | +26.9% | +1.8% | +29.3% |
| 1Y | +27.7% | +33.6% | -5.9% | +26.3% |
| 3Y | +331.3% | +181.5% | +149.8% | +216.4% |
| All | +331.3% | +188.4% | +142.9% | +216.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling