+851.8%
GLW vs TRI
+196.2%
+655.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.3% | +1.8% |
| 7D | +7.8% | -7.9% | +15.7% | +8.8% |
| 30D | -0.4% | -4.5% | +4.1% | -0.4% |
| 3M | -5.6% | +22.1% | -27.7% | -11.2% |
| 6M | +26.7% | -2.8% | +29.5% | +25.0% |
| YTD | +91.0% | -23.4% | +114.5% | +104.6% |
| 1Y | +122.4% | -41.5% | +163.9% | +170.6% |
| 3Y | +471.0% | -19.2% | +490.2% | +456.7% |
| 5Y | +385.6% | -9.4% | +395.0% | +333.1% |
| All | +851.8% | +196.2% | +655.6% | +372.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 10y: compounded portfolio wealth divided by compounded TRI 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…
10y analysis · Full analysis span regression · 6 months rolling