+232.0%
GLW vs TLT
-35.2%
+267.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.4% | -4.1% | -4.5% |
| 7D | +7.5% | -3.1% | +10.6% | +7.8% |
| 30D | -19.0% | +1.0% | -20.1% | -19.2% |
| 3M | -27.9% | -2.7% | -25.2% | -27.7% |
| 6M | -44.6% | -4.1% | -40.4% | -44.3% |
| YTD | +31.0% | -5.4% | +36.3% | +31.7% |
| 1Y | +39.7% | -7.0% | +46.7% | +40.6% |
| 3Y | +338.2% | +2.8% | +335.4% | +339.5% |
| All | +232.0% | -35.2% | +267.1% | +192.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling