+392.0%
GLW vs TPG
+74.1%
+317.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.4% | +1.5% |
| 7D | +7.8% | -9.4% | +17.3% | +11.0% |
| 30D | -0.4% | -5.3% | +4.8% | +0.5% |
| 3M | -5.6% | +12.9% | -18.5% | -10.2% |
| 6M | +26.7% | +20.1% | +6.6% | +17.2% |
| YTD | +91.0% | -22.5% | +113.5% | +103.5% |
| 1Y | +122.4% | -19.7% | +142.1% | +133.3% |
| 3Y | +471.0% | +81.2% | +389.8% | +339.6% |
| All | +392.0% | +74.1% | +317.8% | +264.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling