+833.1%
GLW vs CAH
+297.3%
+535.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.7% | -1.5% | -2.6% |
| 7D | +11.7% | -5.1% | +16.8% | +13.7% |
| 30D | +2.7% | -1.8% | +4.4% | +3.1% |
| 3M | -2.8% | +9.4% | -12.2% | -6.4% |
| 6M | +20.2% | +9.2% | +10.9% | +15.0% |
| YTD | +87.3% | +15.7% | +71.6% | +75.3% |
| 1Y | +119.6% | +59.7% | +59.9% | +80.3% |
| 3Y | +453.7% | +178.5% | +275.2% | +256.8% |
| 5Y | +376.1% | +398.3% | -22.2% | +136.2% |
| All | +833.1% | +297.3% | +535.8% | +346.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded CAH 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling