+511.1%
GLW vs TXG
+16.0%
+495.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.9% | +6.6% | +5.8% |
| 7D | +3.8% | +1.8% | +2.0% | +3.5% |
| 30D | -1.3% | +32.0% | -33.4% | -5.9% |
| 3M | -21.8% | +87.0% | -108.8% | -29.3% |
| 6M | +6.9% | +180.1% | -173.2% | -9.2% |
| YTD | +77.2% | +284.1% | -207.0% | +42.8% |
| 1Y | +123.2% | +361.7% | -238.4% | +73.5% |
| 3Y | +400.0% | +15.9% | +384.1% | +349.5% |
| 5Y | +342.8% | -66.2% | +409.0% | +343.2% |
| All | +511.1% | +16.0% | +495.1% | +370.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling