+40.0%
GLW vs TPR
+29.2%
+10.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.2% | -4.1% | -4.3% |
| 7D | +7.7% | -0.3% | +8.0% | +7.8% |
| 30D | -18.8% | +15.1% | -33.9% | -22.6% |
| 3M | -27.7% | +3.5% | -31.3% | -28.6% |
| 6M | -44.4% | +0.4% | -44.9% | -46.8% |
| YTD | +31.3% | +4.6% | +26.7% | +26.3% |
| 1Y | +40.0% | +33.1% | +6.9% | +22.1% |
| All | +40.0% | +29.2% | +10.9% | +22.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling