+387.1%
GLW vs TRU
-35.9%
+423.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -2.8% | +10.3% | +8.1% |
| 7D | +14.0% | -7.2% | +21.2% | +15.4% |
| 30D | +0.4% | -2.8% | +3.2% | +0.5% |
| 3M | -11.3% | +13.0% | -24.4% | -15.3% |
| 6M | +35.1% | +0.7% | +34.4% | +32.1% |
| YTD | +90.5% | -9.0% | +99.5% | +89.6% |
| 1Y | +132.0% | -16.3% | +148.3% | +135.5% |
| 3Y | +463.3% | -1.1% | +464.4% | +427.3% |
| All | +387.1% | -35.9% | +423.1% | +438.7% |
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