+554.2%
GLW vs TRGP
+819.3%
-265.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -1.1% |
| 7D | +15.5% | +9.0% | +6.5% | +13.4% |
| 30D | -19.6% | +1.5% | -21.1% | -19.8% |
| 3M | -28.5% | +10.7% | -39.2% | -30.2% |
| 6M | -39.5% | +17.1% | -56.6% | -41.8% |
| YTD | +37.2% | +63.6% | -26.4% | +22.3% |
| 1Y | +35.4% | +77.0% | -41.5% | +18.6% |
| 3Y | +359.7% | +273.2% | +86.5% | +241.9% |
| 5Y | +244.0% | +508.6% | -264.6% | +130.0% |
| All | +554.2% | +819.3% | -265.1% | +294.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 10y: compounded portfolio wealth divided by compounded TRGP 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…
10y analysis · Full analysis span regression · 6 months rolling