+362.7%
GLW vs TXG
+76.2%
+286.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.4% | +8.8% | +7.6% |
| 7D | +1.4% | -8.1% | +9.5% | +2.9% |
| 30D | -18.2% | -17.5% | -0.7% | -16.0% |
| 3M | -24.2% | +6.1% | -30.3% | -25.7% |
| 6M | -41.7% | +202.7% | -244.4% | -50.7% |
| YTD | +38.3% | +280.4% | -242.1% | +12.9% |
| 1Y | +38.2% | +274.0% | -235.8% | +12.9% |
| All | +362.7% | +76.2% | +286.5% | +290.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling