+339.2%
GLW vs TPR
+403.8%
-64.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -22.5% |
| 3M | -27.7% | +3.5% | -31.3% | -29.0% |
| 6M | -44.4% | +0.4% | -44.9% | -45.7% |
| YTD | +31.3% | +4.6% | +26.7% | +27.6% |
| 1Y | +40.0% | +33.1% | +6.9% | +27.2% |
| 3Y | +339.2% | +396.0% | -56.7% | +160.6% |
| All | +339.2% | +403.8% | -64.5% | +160.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling