+322.9%
GLW vs TW
+294.9%
+28.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.7% | +6.7% | +7.3% |
| 7D | +1.4% | +2.8% | -1.4% | +1.0% |
| 30D | -18.2% | +18.1% | -36.3% | -20.4% |
| 3M | -24.2% | +25.2% | -49.4% | -27.1% |
| 6M | -41.7% | +19.1% | -60.8% | -43.9% |
| YTD | +38.3% | +21.9% | +16.4% | +31.6% |
| 1Y | +38.2% | +18.9% | +19.3% | +32.3% |
| 3Y | +363.4% | +41.7% | +321.6% | +314.4% |
| 5Y | +254.6% | +40.4% | +214.2% | +209.9% |
| All | +322.9% | +294.9% | +28.1% | +164.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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