+4,542.6%
GLW vs C
+1,202.3%
+3,340.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.3% | +6.0% | +5.8% |
| 7D | +3.8% | +3.6% | +0.1% | +2.4% |
| 30D | -1.3% | +0.1% | -1.4% | -1.4% |
| 3M | -21.8% | +2.4% | -24.2% | -22.3% |
| 6M | +6.9% | +24.9% | -18.0% | -0.6% |
| YTD | +77.2% | +19.8% | +57.3% | +66.5% |
| 1Y | +123.2% | +44.9% | +78.4% | +96.2% |
| 3Y | +400.0% | +263.0% | +137.0% | +217.9% |
| 5Y | +342.8% | +129.5% | +213.3% | +226.3% |
| 10Y | +771.4% | +291.6% | +479.8% | +426.2% |
| All | +4,542.6% | +1,202.3% | +3,340.3% | +1,662.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling