+562.0%
GLW vs CAPR
-59.1%
+621.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +26.5% | -19.1% | +7.0% |
| 7D | +1.4% | +25.8% | -24.4% | +1.0% |
| 30D | -18.2% | +50.2% | -68.4% | -18.8% |
| 3M | -24.2% | +185.5% | -209.7% | -25.8% |
| 6M | -41.7% | -64.8% | +23.1% | -41.5% |
| YTD | +38.3% | -61.1% | +99.4% | +38.5% |
| 1Y | +38.2% | +81.0% | -42.8% | +30.9% |
| 3Y | +363.4% | +300.7% | +62.7% | +320.0% |
| 5Y | +254.6% | +223.3% | +31.2% | +218.9% |
| 10Y | +562.0% | -58.8% | +620.7% | +458.8% |
| All | +562.0% | -59.1% | +621.0% | +458.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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