+254.6%
GLW vs TRI
-0.1%
+254.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.4% | +7.0% | +7.5% |
| 7D | +1.4% | -7.2% | +8.6% | 0.0% |
| 30D | -18.2% | +4.4% | -22.6% | -17.2% |
| 3M | -24.2% | +4.5% | -28.7% | -22.5% |
| 6M | -41.7% | +23.7% | -65.4% | -38.5% |
| YTD | +38.3% | -14.4% | +52.7% | +56.2% |
| 1Y | +38.2% | -17.4% | +55.6% | +57.8% |
| 3Y | +363.4% | -11.0% | +374.4% | +377.2% |
| 5Y | +254.6% | +0.7% | +253.9% | +221.4% |
| All | +254.6% | -0.1% | +254.7% | +221.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling