+297.3%
GLW vs C
+204.2%
+93.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -5.0% | -7.9% | -9.9% |
| 7D | -19.7% | -5.3% | -14.5% | -16.8% |
| 30D | -38.8% | -7.3% | -31.5% | -35.9% |
| 3M | -33.9% | -13.5% | -20.4% | -27.9% |
| 6M | -36.0% | -6.5% | -29.5% | -33.0% |
| YTD | +18.7% | +3.6% | +15.1% | +16.6% |
| 1Y | +19.8% | +18.9% | +0.9% | +9.4% |
| All | +297.3% | +204.2% | +93.1% | +98.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling