+3,012.0%
GLW vs TER
+8,410.9%
-5,398.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -15.2% | +2.3% | -7.7% |
| 7D | -19.7% | -28.2% | +8.4% | -10.1% |
| 30D | -38.8% | -50.6% | +11.8% | -22.1% |
| 3M | -33.9% | -45.3% | +11.5% | -18.5% |
| 6M | -36.0% | -40.4% | +4.4% | -22.2% |
| YTD | +18.7% | +10.0% | +8.7% | +17.8% |
| 1Y | +19.8% | +13.6% | +6.2% | +17.6% |
| 3Y | +294.3% | +145.2% | +149.1% | +185.1% |
| 5Y | +205.7% | +50.4% | +155.4% | +148.3% |
| 10Y | +493.8% | +882.9% | -389.2% | +154.6% |
| All | +3,012.0% | +8,410.9% | -5,398.9% | +640.3% |
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