+390.7%
GLW vs TPG
+85.9%
+304.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -3.3% | +10.9% | +8.6% |
| 7D | +14.0% | -2.9% | +16.9% | +14.9% |
| 30D | +0.4% | +5.0% | -4.7% | -1.9% |
| 3M | -11.3% | +24.9% | -36.2% | -18.4% |
| 6M | +35.1% | +21.1% | +14.0% | +24.9% |
| YTD | +90.5% | -17.3% | +107.8% | +99.0% |
| 1Y | +132.0% | -9.8% | +141.8% | +134.4% |
| 3Y | +463.3% | +95.4% | +367.9% | +323.7% |
| All | +390.7% | +85.9% | +304.8% | +256.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling