+898.6%
GLW vs TRU
+238.0%
+660.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -5.9% | +11.6% | +7.6% |
| 7D | +3.8% | -6.8% | +10.5% | +5.9% |
| 30D | -1.3% | 0.0% | -1.4% | -1.8% |
| 3M | -21.8% | +13.3% | -35.1% | -26.9% |
| 6M | +6.9% | +3.4% | +3.5% | +2.3% |
| YTD | +77.2% | -6.4% | +83.5% | +73.3% |
| 1Y | +123.2% | -9.7% | +132.9% | +119.6% |
| 3Y | +400.0% | +0.1% | +399.8% | +343.7% |
| 5Y | +342.8% | -34.0% | +376.8% | +364.5% |
| 10Y | +771.4% | +147.9% | +623.5% | +441.4% |
| All | +898.6% | +238.0% | +660.6% | +484.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling