+123.2%
GLW vs TRU
-7.3%
+130.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -5.9% | +11.6% | +4.1% |
| 7D | +3.8% | -6.8% | +10.5% | +1.9% |
| 30D | -1.3% | 0.0% | -1.4% | -1.1% |
| 3M | -21.8% | +13.3% | -35.1% | -19.6% |
| 6M | +6.9% | +3.4% | +3.5% | +9.1% |
| YTD | +77.2% | -6.4% | +83.5% | +80.0% |
| 1Y | +123.2% | -9.7% | +132.9% | +126.4% |
| All | +123.2% | -7.3% | +130.5% | +126.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 1y: compounded portfolio wealth divided by compounded TRU 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…
1y analysis · Full analysis span regression · 6 months rolling