+478.1%
GLW vs TRV
+140.3%
+337.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.5% |
| 7D | +16.9% | +0.2% | +16.7% | +16.9% |
| 30D | +7.0% | -2.3% | +9.3% | +7.0% |
| 3M | -3.0% | +22.7% | -25.7% | -5.2% |
| 6M | +31.0% | +21.9% | +9.0% | +28.0% |
| YTD | +93.4% | +27.5% | +65.9% | +87.2% |
| 1Y | +134.7% | +36.2% | +98.5% | +123.1% |
| All | +478.1% | +140.3% | +337.8% | +393.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling