+493.9%
GLW vs TPR
+383.4%
+110.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +3.0% |
| 7D | -13.9% | +14.2% | -28.1% | -18.3% |
| 30D | -35.0% | +17.1% | -52.1% | -39.0% |
| 3M | -32.4% | -17.7% | -14.6% | -28.8% |
| 6M | -41.3% | -10.2% | -31.2% | -40.8% |
| YTD | +21.8% | +4.9% | +16.9% | +16.9% |
| 1Y | +21.8% | +36.1% | -14.3% | +6.6% |
| 3Y | +307.7% | +416.5% | -108.8% | +111.3% |
| 5Y | +213.7% | +254.8% | -41.1% | +78.3% |
| All | +493.9% | +383.4% | +110.5% | +161.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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