+478.1%
GLW vs TXG
+41.0%
+437.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.6% | -1.1% | +1.1% |
| 7D | +16.9% | +9.1% | +7.7% | +15.4% |
| 30D | +7.0% | +14.9% | -7.9% | +4.7% |
| 3M | -3.0% | +120.0% | -122.9% | -13.8% |
| 6M | +31.0% | +221.8% | -190.8% | +10.4% |
| YTD | +93.4% | +312.6% | -219.2% | +57.2% |
| 1Y | +134.7% | +398.4% | -263.7% | +84.8% |
| All | +478.1% | +41.0% | +437.0% | +405.8% |
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