+1,111.7%
GLW vs TRGP
+2,231.3%
-1,119.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.2% | +6.9% | +5.9% |
| 7D | +3.8% | +0.8% | +3.0% | +3.6% |
| 30D | -1.3% | +11.5% | -12.9% | -3.9% |
| 3M | -21.8% | +9.0% | -30.8% | -23.5% |
| 6M | +6.9% | +20.5% | -13.6% | +2.1% |
| YTD | +77.2% | +59.5% | +17.6% | +59.5% |
| 1Y | +123.2% | +77.9% | +45.3% | +95.9% |
| 3Y | +400.0% | +253.6% | +146.4% | +278.8% |
| 5Y | +342.8% | +615.5% | -272.7% | +189.5% |
| 10Y | +771.4% | +897.1% | -125.7% | +377.8% |
| All | +1,111.7% | +2,231.3% | -1,119.6% | +257.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling