+526.0%
GLW vs TRV
+350.6%
+175.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | 0.0% | -4.3% | -4.3% |
| 7D | +7.7% | +2.0% | +5.7% | +6.8% |
| 30D | -18.8% | +6.7% | -25.6% | -21.4% |
| 3M | -27.7% | +9.4% | -37.1% | -31.0% |
| 6M | -44.4% | +37.7% | -82.2% | -53.4% |
| YTD | +31.3% | +40.6% | -9.3% | +8.1% |
| 1Y | +40.0% | +42.4% | -2.4% | +14.4% |
| 3Y | +339.2% | +148.1% | +191.1% | +154.2% |
| 5Y | +229.2% | +181.7% | +47.5% | +71.4% |
| All | +526.0% | +350.6% | +175.4% | +163.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 10y: compounded portfolio wealth divided by compounded TRV 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…
10y analysis · Full analysis span regression · 6 months rolling