+780.5%
GLW vs TRGP
+2,170.2%
-1,389.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.8% | -6.1% | -3.9% |
| 7D | -11.1% | -5.8% | -5.3% | -9.9% |
| 30D | -28.4% | -1.5% | -27.0% | -28.2% |
| 3M | -28.8% | +6.1% | -34.9% | -29.8% |
| 6M | -39.8% | +14.4% | -54.2% | -41.8% |
| YTD | +28.7% | +55.3% | -26.6% | +16.5% |
| 1Y | +27.7% | +69.1% | -41.4% | +13.5% |
| 3Y | +331.3% | +254.3% | +77.0% | +227.0% |
| 5Y | +233.4% | +471.4% | -238.0% | +127.7% |
| 10Y | +521.8% | +773.0% | -251.2% | +250.5% |
| All | +780.5% | +2,170.2% | -1,389.7% | +161.5% |
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