+554.2%
GLW vs TGT
+205.2%
+349.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.5% |
| 7D | +15.5% | +2.6% | +13.0% | +14.9% |
| 30D | -19.6% | +6.6% | -26.2% | -21.1% |
| 3M | -28.5% | +5.2% | -33.7% | -30.0% |
| 6M | -39.5% | +35.3% | -74.8% | -45.4% |
| YTD | +37.2% | +70.3% | -33.1% | +14.7% |
| 1Y | +35.4% | +81.2% | -45.7% | +10.9% |
| 3Y | +359.7% | +66.9% | +292.7% | +263.2% |
| 5Y | +244.0% | -27.2% | +271.2% | +252.6% |
| All | +554.2% | +205.2% | +349.0% | +323.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 TGT 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