+542.4%
GLW vs C
+229.8%
+312.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +2.5% | +6.8% | +7.9% |
| 7D | -5.9% | -0.9% | -5.0% | -5.1% |
| 30D | -26.0% | -5.4% | -20.6% | -23.6% |
| 3M | -29.9% | -9.2% | -20.7% | -25.9% |
| 6M | -37.8% | -1.8% | -35.9% | -36.8% |
| YTD | +33.1% | +6.7% | +26.4% | +28.5% |
| 1Y | +36.8% | +23.5% | +13.3% | +22.0% |
| 3Y | +356.1% | +219.8% | +136.3% | +135.1% |
| 5Y | +243.8% | +112.4% | +131.4% | +117.5% |
| 10Y | +542.4% | +220.1% | +322.3% | +232.0% |
| All | +542.4% | +229.8% | +312.6% | +232.0% |
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