+478.1%
GLW vs TGT
+41.4%
+436.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.2% | +4.7% | +1.9% |
| 7D | +16.9% | -3.6% | +20.5% | +17.3% |
| 30D | +7.0% | +4.4% | +2.6% | +6.2% |
| 3M | -3.0% | +25.4% | -28.3% | -6.7% |
| 6M | +31.0% | +33.4% | -2.4% | +24.3% |
| YTD | +93.4% | +65.6% | +27.8% | +76.0% |
| 1Y | +134.7% | +80.3% | +54.5% | +109.9% |
| All | +478.1% | +41.4% | +436.7% | +414.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling