+233.4%
GLW vs TRGP
+451.9%
-218.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.8% | -6.1% | -4.3% |
| 7D | -11.1% | -5.8% | -5.3% | -9.2% |
| 30D | -28.4% | -1.5% | -27.0% | -28.1% |
| 3M | -28.8% | +6.1% | -34.9% | -30.5% |
| 6M | -39.8% | +14.4% | -54.2% | -43.1% |
| YTD | +28.7% | +55.3% | -26.6% | +8.3% |
| 1Y | +27.7% | +69.1% | -41.4% | +4.1% |
| 3Y | +331.3% | +254.3% | +77.0% | +165.2% |
| 5Y | +233.4% | +471.4% | -238.0% | +63.8% |
| All | +233.4% | +451.9% | -218.4% | +63.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling