+521.8%
GLW vs C
+218.0%
+303.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.5% | -3.4% |
| 7D | -11.1% | -0.4% | -10.7% | -10.6% |
| 30D | -28.4% | -5.2% | -23.3% | -26.2% |
| 3M | -28.8% | -9.1% | -19.7% | -24.8% |
| 6M | -39.8% | -1.6% | -38.2% | -38.9% |
| YTD | +28.7% | +6.9% | +21.8% | +24.1% |
| 1Y | +27.7% | +23.0% | +4.8% | +14.1% |
| 3Y | +331.3% | +216.1% | +115.2% | +123.5% |
| 5Y | +233.4% | +112.2% | +121.2% | +110.8% |
| 10Y | +521.8% | +208.8% | +313.0% | +217.0% |
| All | +521.8% | +218.0% | +303.7% | +217.0% |
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