+307.7%
GLW vs TER
+150.3%
+157.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.6% | 0.0% | +1.3% |
| 7D | -13.9% | -20.5% | +6.5% | -3.1% |
| 30D | -35.0% | -47.0% | +12.0% | -10.2% |
| 3M | -32.4% | -43.3% | +10.9% | -9.7% |
| 6M | -41.3% | -42.9% | +1.6% | -20.7% |
| YTD | +21.8% | +12.9% | +9.0% | +30.1% |
| 1Y | +21.8% | +18.2% | +3.7% | +28.2% |
| 3Y | +307.7% | +151.8% | +155.9% | +212.0% |
| All | +307.7% | +150.3% | +157.4% | +212.0% |
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 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