+162.2%
GLW vs TPR
+7,380.8%
-7,218.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | 0.0% | +5.7% | +5.7% |
| 7D | +3.8% | -2.3% | +6.1% | +4.7% |
| 30D | -1.3% | -23.0% | +21.6% | +8.0% |
| 3M | -21.8% | -12.5% | -9.3% | -19.0% |
| 6M | +6.9% | -21.4% | +28.3% | +15.4% |
| YTD | +77.2% | -3.5% | +80.7% | +76.7% |
| 1Y | +123.2% | +17.4% | +105.9% | +105.7% |
| 3Y | +400.0% | +291.3% | +108.7% | +177.5% |
| 5Y | +342.8% | +241.9% | +100.9% | +146.1% |
| 10Y | +771.4% | +322.7% | +448.7% | +279.7% |
| All | +162.2% | +7,380.8% | -7,218.6% | -64.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling