+833.1%
GLW vs TGT
+207.2%
+625.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.1% | -2.0% | -2.9% |
| 7D | +11.7% | -5.0% | +16.8% | +13.3% |
| 30D | +2.7% | +3.0% | -0.4% | +1.4% |
| 3M | -2.8% | +22.6% | -25.4% | -9.4% |
| 6M | +20.2% | +31.2% | -11.0% | +9.3% |
| YTD | +87.3% | +63.7% | +23.6% | +58.8% |
| 1Y | +119.6% | +78.5% | +41.1% | +80.8% |
| 3Y | +453.7% | +40.5% | +413.2% | +364.4% |
| 5Y | +376.1% | -25.6% | +401.7% | +382.8% |
| All | +833.1% | +207.2% | +625.9% | +510.2% |
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