+840.3%
GLW vs TDG
+13,063.4%
-12,223.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -1.5% | +9.0% | +8.2% |
| 7D | +14.0% | -0.9% | +14.9% | +14.4% |
| 30D | +0.4% | -6.5% | +6.9% | +3.2% |
| 3M | -11.3% | -5.1% | -6.3% | -10.0% |
| 6M | +35.1% | -11.5% | +46.6% | +40.8% |
| YTD | +90.5% | -13.9% | +104.4% | +100.0% |
| 1Y | +132.0% | -11.5% | +143.5% | +139.6% |
| 3Y | +463.3% | +53.7% | +409.7% | +344.0% |
| 5Y | +382.5% | +135.5% | +247.0% | +207.3% |
| 10Y | +837.6% | +535.2% | +302.5% | +241.1% |
| All | +840.3% | +13,063.4% | -12,223.0% | -24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded TDG 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling