+478.1%
GLW vs TRU
-2.1%
+480.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.6% |
| 7D | +16.9% | -6.5% | +23.4% | +17.4% |
| 30D | +7.0% | -2.5% | +9.5% | +7.0% |
| 3M | -3.0% | +10.4% | -13.3% | -5.2% |
| 6M | +31.0% | +1.6% | +29.3% | +29.2% |
| YTD | +93.4% | -9.7% | +103.1% | +93.8% |
| 1Y | +134.7% | -17.3% | +152.0% | +139.1% |
| All | +478.1% | -2.1% | +480.2% | +478.3% |
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