+526.0%
GLW vs TPR
+364.3%
+161.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.2% | -4.1% | -4.3% |
| 7D | +7.7% | -0.3% | +8.0% | +7.9% |
| 30D | -18.8% | +15.1% | -33.9% | -23.3% |
| 3M | -27.7% | +3.5% | -31.3% | -29.5% |
| 6M | -44.4% | +0.4% | -44.9% | -46.0% |
| YTD | +31.3% | +4.6% | +26.7% | +26.1% |
| 1Y | +40.0% | +33.1% | +6.9% | +23.5% |
| 3Y | +339.2% | +396.0% | -56.7% | +131.1% |
| 5Y | +229.2% | +230.3% | -1.1% | +92.4% |
| All | +526.0% | +364.3% | +161.7% | +178.1% |
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