+359.0%
GLW vs TRU
+57.8%
+301.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.8% |
| 7D | +15.5% | -2.2% | +17.7% | +15.6% |
| 30D | -19.6% | +20.2% | -39.7% | -20.4% |
| 3M | -28.5% | +2.2% | -30.7% | -28.7% |
| 6M | -39.5% | +17.6% | -57.1% | -41.4% |
| YTD | +37.2% | -5.0% | +42.2% | +37.3% |
| 1Y | +35.4% | -1.0% | +36.4% | +34.0% |
| All | +359.0% | +57.8% | +301.3% | +293.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling