+307.7%
GLW vs TLN
+538.9%
-231.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +7.1% | -4.5% | -0.1% |
| 7D | -13.9% | -1.3% | -12.6% | -13.5% |
| 30D | -35.0% | -10.5% | -24.5% | -32.2% |
| 3M | -32.4% | +0.1% | -32.4% | -32.1% |
| 6M | -41.3% | -17.4% | -23.9% | -37.4% |
| YTD | +21.8% | -9.7% | +31.5% | +25.9% |
| 1Y | +21.8% | -12.3% | +34.1% | +26.5% |
| 3Y | +307.7% | +528.3% | -220.6% | +182.7% |
| All | +307.7% | +538.9% | -231.3% | +182.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling