+491.5%
GLW vs TW
+211.2%
+280.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | +16.9% | -0.5% | +17.4% | +16.9% |
| 30D | +7.0% | -0.6% | +7.6% | +7.0% |
| 3M | -3.0% | +3.4% | -6.4% | -4.7% |
| 6M | +31.0% | -18.4% | +49.4% | +35.9% |
| YTD | +93.4% | -3.9% | +97.3% | +91.5% |
| 1Y | +134.7% | -13.3% | +148.1% | +138.4% |
| 3Y | +471.8% | +20.8% | +451.0% | +419.3% |
| 5Y | +394.5% | +20.3% | +374.2% | +337.3% |
| All | +491.5% | +211.2% | +280.2% | +285.4% |
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