+4,542.6%
GLW vs TRV
+6,617.1%
-2,074.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.3% | +7.0% | +6.3% |
| 7D | +3.8% | -0.1% | +3.9% | +3.8% |
| 30D | -1.3% | -3.4% | +2.1% | +0.1% |
| 3M | -21.8% | +26.4% | -48.2% | -31.0% |
| 6M | +6.9% | +19.3% | -12.4% | -3.4% |
| YTD | +77.2% | +28.3% | +48.8% | +54.2% |
| 1Y | +123.2% | +34.3% | +89.0% | +89.5% |
| 3Y | +400.0% | +140.1% | +259.9% | +215.1% |
| 5Y | +342.8% | +155.7% | +187.1% | +167.1% |
| 10Y | +771.4% | +285.5% | +485.8% | +323.9% |
| All | +4,542.6% | +6,617.1% | -2,074.5% | +601.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling