+394.5%
GLW vs TRV
+154.4%
+240.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.4% |
| 7D | +16.9% | +0.2% | +16.7% | +16.8% |
| 30D | +7.0% | -2.3% | +9.3% | +7.4% |
| 3M | -3.0% | +22.7% | -25.7% | -8.6% |
| 6M | +31.0% | +21.9% | +9.0% | +23.2% |
| YTD | +93.4% | +27.5% | +65.9% | +79.0% |
| 1Y | +134.7% | +36.2% | +98.5% | +111.8% |
| 3Y | +471.8% | +140.6% | +331.2% | +303.9% |
| 5Y | +394.5% | +154.5% | +239.9% | +226.6% |
| All | +394.5% | +154.4% | +240.0% | +226.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling