+254.6%
GLW vs TGT
-24.7%
+279.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.6% | +6.9% | +7.3% |
| 7D | +1.4% | +0.5% | +1.0% | +1.5% |
| 30D | -18.2% | +6.7% | -24.9% | -19.3% |
| 3M | -24.2% | +8.4% | -32.6% | -25.7% |
| 6M | -41.7% | +40.7% | -82.4% | -46.6% |
| YTD | +38.3% | +72.2% | -33.9% | +20.0% |
| 1Y | +38.2% | +86.2% | -48.0% | +17.5% |
| 3Y | +363.4% | +68.8% | +294.6% | +279.6% |
| 5Y | +254.6% | -25.2% | +279.8% | +262.7% |
| All | +254.6% | -24.7% | +279.3% | +262.7% |
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 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