-36.0%
GLW vs TER
-38.4%
+2.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -15.2% | +2.3% | -0.7% |
| 7D | -19.7% | -28.2% | +8.4% | +4.2% |
| 30D | -38.8% | -50.6% | +11.8% | +7.4% |
| 3M | -33.9% | -45.3% | +11.5% | +5.5% |
| 6M | -36.0% | -40.4% | +4.4% | -4.0% |
| All | -36.0% | -38.4% | +2.4% | -4.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling