+493.9%
GLW vs TLT
-16.7%
+510.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | -13.9% | +0.1% | -14.0% | -13.9% |
| 30D | -35.0% | +6.2% | -41.2% | -33.4% |
| 3M | -32.4% | +0.1% | -32.4% | -32.2% |
| 6M | -41.3% | -3.0% | -38.4% | -42.0% |
| YTD | +21.8% | -2.7% | +24.6% | +20.6% |
| 1Y | +21.8% | -4.8% | +26.7% | +19.5% |
| 3Y | +307.7% | +6.9% | +300.8% | +324.5% |
| 5Y | +213.7% | -34.5% | +248.2% | +126.1% |
| All | +493.9% | -16.7% | +510.5% | +444.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TLT.
Daily Out/Under-Performance
Portfolio return minus TLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLT 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 TLT 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