+394.5%
GLW vs TRGP
+639.4%
-245.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.8% |
| 7D | +16.9% | -0.7% | +17.6% | +17.2% |
| 30D | +7.0% | +9.5% | -2.5% | +3.5% |
| 3M | -3.0% | +10.8% | -13.8% | -7.0% |
| 6M | +31.0% | +25.3% | +5.6% | +19.5% |
| YTD | +93.4% | +60.3% | +33.2% | +61.4% |
| 1Y | +134.7% | +84.6% | +50.2% | +85.3% |
| 3Y | +471.8% | +264.4% | +207.4% | +249.3% |
| 5Y | +394.5% | +636.6% | -242.1% | +132.0% |
| All | +394.5% | +639.4% | -245.0% | +132.0% |
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