+123.2%
GLW vs TPG
-6.0%
+129.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.1% | +6.8% | +5.8% |
| 7D | +3.8% | -2.4% | +6.2% | +4.1% |
| 30D | -1.3% | +11.1% | -12.4% | -3.5% |
| 3M | -21.8% | +26.3% | -48.1% | -25.1% |
| 6M | +6.9% | +18.3% | -11.5% | +3.6% |
| YTD | +77.2% | -14.4% | +91.6% | +83.6% |
| 1Y | +123.2% | -6.7% | +130.0% | +126.2% |
| All | +123.2% | -6.0% | +129.2% | +126.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 1y: compounded portfolio wealth divided by compounded TPG 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…
1y analysis · Full analysis span regression · 6 months rolling