+391.7%
GLW vs TDG
+125.6%
+266.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.2% | +2.1% |
| 7D | +16.9% | -2.4% | +19.3% | +17.9% |
| 30D | +7.0% | -8.0% | +15.0% | +10.2% |
| 3M | -3.0% | -10.5% | +7.5% | +0.5% |
| 6M | +31.0% | -11.9% | +42.9% | +35.8% |
| YTD | +93.4% | -15.4% | +108.8% | +102.6% |
| 1Y | +134.7% | -14.2% | +148.9% | +143.6% |
| 3Y | +471.8% | +51.0% | +420.8% | +347.0% |
| All | +391.7% | +125.6% | +266.0% | +206.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling