+233.4%
GLW vs TPR
+268.5%
-35.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -3.0% | -3.2% |
| 7D | -11.1% | +12.1% | -23.2% | -14.5% |
| 30D | -28.4% | +16.7% | -45.1% | -32.2% |
| 3M | -28.8% | -17.4% | -11.4% | -25.1% |
| 6M | -39.8% | +2.3% | -42.1% | -41.6% |
| YTD | +28.7% | +7.1% | +21.6% | +23.6% |
| 1Y | +27.7% | +29.5% | -1.8% | +15.4% |
| 3Y | +331.3% | +415.0% | -83.7% | +138.4% |
| 5Y | +233.4% | +261.5% | -28.0% | +99.8% |
| All | +233.4% | +268.5% | -35.0% | +99.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling