+546.0%
GLW vs TXG
+22.9%
+523.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.4% | -1.8% | -3.0% |
| 7D | +11.7% | +5.0% | +6.7% | +10.9% |
| 30D | +2.7% | +13.5% | -10.8% | +0.5% |
| 3M | -2.8% | +128.0% | -130.9% | -14.5% |
| 6M | +20.2% | +224.4% | -204.3% | -0.1% |
| YTD | +87.3% | +307.0% | -219.7% | +49.7% |
| 1Y | +119.6% | +427.2% | -307.6% | +67.5% |
| 3Y | +453.7% | +40.2% | +413.5% | +383.9% |
| 5Y | +376.1% | -64.0% | +440.1% | +372.3% |
| All | +546.0% | +22.9% | +523.1% | +393.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded TXG 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling