+526.0%
GLW vs TRI
+225.2%
+300.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | 0.0% | -4.4% | -4.3% |
| 7D | +7.7% | -2.9% | +10.6% | +7.9% |
| 30D | -18.8% | +3.7% | -22.5% | -19.5% |
| 3M | -27.7% | +3.7% | -31.5% | -28.6% |
| 6M | -44.4% | +35.1% | -79.6% | -49.4% |
| YTD | +31.3% | -14.0% | +45.3% | +38.1% |
| 1Y | +40.0% | -19.0% | +59.0% | +51.6% |
| 3Y | +339.2% | -12.0% | +351.2% | +328.9% |
| 5Y | +229.2% | +0.6% | +228.5% | +190.4% |
| All | +526.0% | +225.2% | +300.8% | +191.1% |
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