+40.6%
GLW vs C
+27.1%
+13.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.7% | -7.5% | -7.0% |
| 7D | -9.5% | +1.1% | -10.5% | -10.2% |
| 30D | -25.5% | -2.4% | -23.0% | -24.5% |
| 3M | -25.6% | -8.4% | -17.2% | -20.8% |
| 6M | -25.5% | +0.3% | -25.8% | -25.4% |
| YTD | +36.4% | +9.1% | +27.3% | +24.3% |
| 1Y | +40.6% | +26.0% | +14.6% | +7.5% |
| All | +40.6% | +27.1% | +13.5% | +7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside C.
Daily Out/Under-Performance
Portfolio return minus C return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × C 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 1y: compounded portfolio wealth divided by compounded C 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…
1y analysis · Full analysis span regression · 6 months rolling