+244.0%
GLW vs TRU
-25.2%
+269.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.6% |
| 7D | +15.5% | -2.2% | +17.7% | +15.9% |
| 30D | -19.6% | +20.2% | -39.7% | -22.3% |
| 3M | -28.5% | +2.2% | -30.7% | -29.3% |
| 6M | -39.5% | +17.6% | -57.1% | -42.9% |
| YTD | +37.2% | -5.0% | +42.2% | +35.0% |
| 1Y | +35.4% | -1.0% | +36.4% | +31.5% |
| 3Y | +359.7% | +56.5% | +303.2% | +272.0% |
| 5Y | +244.0% | -26.2% | +270.2% | +248.5% |
| All | +244.0% | -25.2% | +269.2% | +248.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling