+463.3%
GLW vs TRGP
+265.9%
+197.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +1.5% | +6.1% | +7.1% |
| 7D | +14.0% | -0.6% | +14.6% | +14.2% |
| 30D | +0.4% | +14.6% | -14.2% | -4.0% |
| 3M | -11.3% | +11.9% | -23.3% | -14.9% |
| 6M | +35.1% | +25.3% | +9.8% | +23.9% |
| YTD | +90.5% | +61.9% | +28.7% | +59.9% |
| 1Y | +132.0% | +87.3% | +44.7% | +84.2% |
| 3Y | +463.3% | +268.0% | +195.3% | +284.3% |
| All | +463.3% | +265.9% | +197.5% | +284.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling