+352.9%
GLW vs TXG
+7.8%
+345.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.5% | -2.8% | -4.1% |
| 7D | +7.7% | -1.8% | +9.6% | +8.1% |
| 30D | -18.8% | -20.4% | +1.6% | -16.0% |
| 3M | -27.7% | +0.1% | -27.8% | -28.5% |
| 6M | -44.4% | +176.2% | -220.6% | -52.9% |
| YTD | +31.3% | +256.8% | -225.5% | +6.1% |
| 1Y | +40.0% | +255.9% | -215.9% | +12.9% |
| 3Y | +339.2% | +60.2% | +279.0% | +273.8% |
| 5Y | +229.2% | -65.1% | +294.3% | +226.0% |
| All | +352.9% | +7.8% | +345.1% | +249.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling