+526.0%
GLW vs TGT
+206.3%
+319.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.3% | -4.7% | -4.4% |
| 7D | +7.7% | +2.6% | +5.1% | +7.1% |
| 30D | -18.8% | +4.7% | -23.5% | -20.0% |
| 3M | -27.7% | +4.6% | -32.3% | -29.1% |
| 6M | -44.4% | +34.9% | -79.3% | -49.8% |
| YTD | +31.3% | +70.9% | -39.6% | +9.6% |
| 1Y | +40.0% | +84.4% | -44.3% | +14.1% |
| 3Y | +339.2% | +69.1% | +270.1% | +245.6% |
| 5Y | +229.2% | -26.9% | +256.1% | +237.1% |
| All | +526.0% | +206.3% | +319.7% | +305.2% |
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