+75.7%
GLW vs TPR
+8,117.6%
-8,041.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +7.1% | -20.0% | -15.6% |
| 7D | -19.7% | +13.9% | -33.6% | -24.1% |
| 30D | -38.8% | +14.9% | -53.7% | -42.5% |
| 3M | -33.9% | -15.4% | -18.5% | -30.9% |
| 6M | -36.0% | -4.5% | -31.5% | -36.8% |
| YTD | +18.7% | +6.0% | +12.8% | +13.0% |
| 1Y | +19.8% | +24.3% | -4.5% | +6.8% |
| 3Y | +294.3% | +412.8% | -118.5% | +95.2% |
| 5Y | +205.7% | +258.4% | -52.7% | +65.5% |
| 10Y | +493.8% | +396.8% | +96.9% | +140.7% |
| All | +75.7% | +8,117.6% | -8,041.9% | -77.2% |
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