+382.5%
GLW vs TGT
-21.7%
+404.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -1.1% | +8.6% | +7.8% |
| 7D | +14.0% | -0.6% | +14.6% | +14.1% |
| 30D | +0.4% | +9.5% | -9.2% | -1.8% |
| 3M | -11.3% | +32.3% | -43.6% | -17.4% |
| 6M | +35.1% | +37.0% | -2.0% | +24.4% |
| YTD | +90.5% | +71.0% | +19.5% | +65.8% |
| 1Y | +132.0% | +85.0% | +47.0% | +97.5% |
| 3Y | +463.3% | +46.8% | +416.5% | +381.6% |
| 5Y | +382.5% | -22.7% | +405.2% | +380.6% |
| All | +382.5% | -21.7% | +404.2% | +380.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling