+4,542.6%
GLW vs TER
+14,183.4%
-9,640.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +5.5% | +0.2% | +3.8% |
| 7D | +3.8% | +0.6% | +3.1% | +3.6% |
| 30D | -1.3% | -8.3% | +6.9% | +1.6% |
| 3M | -21.8% | -12.2% | -9.6% | -17.3% |
| 6M | +6.9% | +17.1% | -10.2% | +2.7% |
| YTD | +77.2% | +84.7% | -7.5% | +46.9% |
| 1Y | +123.2% | +199.9% | -76.7% | +56.9% |
| 3Y | +400.0% | +232.8% | +167.2% | +222.9% |
| 5Y | +342.8% | +198.6% | +144.2% | +183.6% |
| 10Y | +771.4% | +1,669.7% | -898.4% | +205.4% |
| All | +4,542.6% | +14,183.4% | -9,640.8% | +823.4% |
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