+254.6%
GLW vs TER
+88.3%
+166.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +8.3% | -0.9% | +3.4% |
| 7D | +1.4% | +5.9% | -4.5% | -1.2% |
| 30D | -18.2% | -30.8% | +12.5% | -3.1% |
| 3M | -24.2% | -29.9% | +5.8% | -10.4% |
| 6M | -41.7% | -27.5% | -14.3% | -30.9% |
| YTD | +38.3% | +37.5% | +0.8% | +30.8% |
| 1Y | +38.2% | +50.3% | -12.1% | +27.0% |
| 3Y | +363.4% | +204.9% | +158.5% | +214.9% |
| 5Y | +254.6% | +89.2% | +165.4% | +147.0% |
| All | +254.6% | +88.3% | +166.2% | +147.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling