+373.3%
GLW vs TXG
+9.4%
+363.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.8% | +4.0% | -0.1% |
| 7D | +15.5% | +1.8% | +13.7% | +15.3% |
| 30D | -19.6% | -17.7% | -1.9% | -17.2% |
| 3M | -28.5% | +2.3% | -30.8% | -29.5% |
| 6M | -39.5% | +182.5% | -222.0% | -49.0% |
| YTD | +37.2% | +262.4% | -225.2% | +10.6% |
| 1Y | +35.4% | +254.1% | -218.7% | +9.3% |
| 3Y | +359.7% | +66.6% | +293.1% | +288.8% |
| 5Y | +244.0% | -64.5% | +308.5% | +239.8% |
| All | +373.3% | +9.4% | +363.8% | +264.4% |
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