+3,093.2%
GLW vs TER
+8,630.0%
-5,536.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.6% | 0.0% | +1.7% |
| 7D | -13.9% | -20.5% | +6.5% | -6.8% |
| 30D | -35.0% | -47.0% | +12.0% | -19.2% |
| 3M | -32.4% | -43.3% | +10.9% | -17.7% |
| 6M | -41.3% | -42.9% | +1.6% | -27.9% |
| YTD | +21.8% | +12.9% | +9.0% | +19.8% |
| 1Y | +21.8% | +18.2% | +3.7% | +18.1% |
| 3Y | +307.7% | +151.8% | +155.9% | +192.1% |
| 5Y | +213.7% | +54.2% | +159.5% | +152.6% |
| 10Y | +509.3% | +908.2% | -399.0% | +159.0% |
| All | +3,093.2% | +8,630.0% | -5,536.7% | +653.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling