+295.2%
GLW vs TLN
+683.0%
-387.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +7.2% | +2.0% | +6.5% |
| 7D | -5.9% | +9.1% | -14.9% | -8.8% |
| 30D | -26.0% | -4.1% | -21.9% | -24.8% |
| 3M | -29.9% | +4.4% | -34.3% | -30.8% |
| 6M | -37.8% | -6.0% | -31.7% | -36.2% |
| YTD | +33.1% | -3.1% | +36.2% | +34.0% |
| 1Y | +36.8% | -6.1% | +42.9% | +38.5% |
| 3Y | +356.1% | +575.3% | -219.3% | +222.8% |
| All | +295.2% | +683.0% | -387.8% | +181.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 10y: compounded portfolio wealth divided by compounded TLN 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…
10y analysis · Full analysis span regression · 6 months rolling