+382.5%
GLW vs TXG
-65.4%
+447.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +4.7% | +2.8% | +6.9% |
| 7D | +14.0% | +9.4% | +4.6% | +12.5% |
| 30D | +0.4% | +26.1% | -25.7% | -3.4% |
| 3M | -11.3% | +124.8% | -136.2% | -21.7% |
| 6M | +35.1% | +215.2% | -180.2% | +13.3% |
| YTD | +90.5% | +302.2% | -211.7% | +53.6% |
| 1Y | +132.0% | +370.9% | -238.9% | +81.3% |
| 3Y | +463.3% | +38.5% | +424.8% | +394.0% |
| 5Y | +382.5% | -64.4% | +446.9% | +325.3% |
| All | +382.5% | -65.4% | +447.9% | +325.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling