+342.1%
GLW vs TLT
-33.4%
+375.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.2% | +5.5% | +5.7% |
| 7D | +3.8% | -0.4% | +4.2% | +3.8% |
| 30D | -1.3% | -0.6% | -0.8% | -1.3% |
| 3M | -21.8% | -2.7% | -19.1% | -21.6% |
| 6M | +6.9% | -5.6% | +12.5% | +7.3% |
| YTD | +77.2% | -2.8% | +79.9% | +77.6% |
| 1Y | +123.2% | -1.4% | +124.7% | +123.7% |
| 3Y | +400.0% | -1.6% | +401.6% | +398.6% |
| All | +342.1% | -33.4% | +375.5% | +288.0% |
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