+867.9%
GLW vs TRU
+146.7%
+721.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.8% |
| 7D | +16.9% | -6.5% | +23.4% | +19.1% |
| 30D | +7.0% | -2.5% | +9.5% | +7.2% |
| 3M | -3.0% | +10.4% | -13.3% | -8.7% |
| 6M | +31.0% | +1.6% | +29.3% | +25.8% |
| YTD | +93.4% | -9.7% | +103.1% | +91.2% |
| 1Y | +134.7% | -17.3% | +152.0% | +138.4% |
| 3Y | +471.8% | -1.8% | +473.6% | +407.1% |
| 5Y | +394.5% | -36.2% | +430.7% | +430.5% |
| 10Y | +867.9% | +143.2% | +724.7% | +491.1% |
| All | +867.9% | +146.7% | +721.3% | +491.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling