+4,411.9%
GLW vs TRI
+584.3%
+3,827.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | 0.0% | -4.4% | -4.3% |
| 7D | +7.7% | -2.9% | +10.6% | +8.9% |
| 30D | -18.8% | +3.7% | -22.5% | -21.5% |
| 3M | -27.7% | +3.7% | -31.5% | -31.8% |
| 6M | -44.4% | +35.1% | -79.6% | -57.0% |
| YTD | +31.3% | -14.0% | +45.3% | +23.3% |
| 1Y | +40.0% | -19.0% | +59.0% | +36.2% |
| 3Y | +339.2% | -12.0% | +351.2% | +286.7% |
| 5Y | +229.2% | +0.6% | +228.5% | +161.5% |
| 10Y | +528.4% | +225.4% | +302.9% | +126.1% |
| All | +4,411.9% | +584.3% | +3,827.6% | +771.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling