+382.5%
GLW vs TW
+22.4%
+360.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -3.0% | +10.6% | +7.7% |
| 7D | +14.0% | -3.5% | +17.5% | +14.2% |
| 30D | +0.4% | +0.5% | -0.1% | +0.3% |
| 3M | -11.3% | +4.9% | -16.3% | -12.2% |
| 6M | +35.1% | -17.1% | +52.2% | +39.1% |
| YTD | +90.5% | -3.9% | +94.4% | +90.1% |
| 1Y | +132.0% | -13.3% | +145.3% | +136.2% |
| 3Y | +463.3% | +20.9% | +442.4% | +428.1% |
| 5Y | +382.5% | +20.5% | +362.0% | +312.0% |
| All | +382.5% | +22.4% | +360.1% | +312.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling