+867.9%
GLW vs C
+288.6%
+579.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.1% |
| 7D | +16.9% | +2.6% | +14.3% | +15.2% |
| 30D | +7.0% | +1.9% | +5.1% | +5.8% |
| 3M | -3.0% | +2.8% | -5.8% | -4.3% |
| 6M | +31.0% | +30.6% | +0.4% | +13.5% |
| YTD | +93.4% | +19.9% | +73.5% | +74.5% |
| 1Y | +134.7% | +44.6% | +90.2% | +90.7% |
| 3Y | +471.8% | +272.1% | +199.7% | +170.2% |
| 5Y | +394.5% | +132.0% | +262.5% | +196.6% |
| 10Y | +867.9% | +294.7% | +573.3% | +338.2% |
| All | +867.9% | +288.6% | +579.3% | +338.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling