+254.6%
GLW vs TRV
+178.6%
+76.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.3% | +7.8% | +7.5% |
| 7D | +1.4% | -2.4% | +3.8% | +1.8% |
| 30D | -18.2% | +7.5% | -25.7% | -19.2% |
| 3M | -24.2% | +6.7% | -30.9% | -25.1% |
| 6M | -41.7% | +35.5% | -77.2% | -46.1% |
| YTD | +38.3% | +39.3% | -1.0% | +26.3% |
| 1Y | +38.2% | +41.8% | -3.6% | +25.4% |
| 3Y | +363.4% | +147.3% | +216.1% | +234.4% |
| 5Y | +254.6% | +178.3% | +76.2% | +132.8% |
| All | +254.6% | +178.6% | +76.0% | +132.8% |
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