+526.0%
GLW vs CAPR
-65.7%
+591.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -6.9% | +2.6% | -4.2% |
| 7D | +7.7% | +5.9% | +1.9% | +7.6% |
| 30D | -18.8% | +44.6% | -63.5% | -19.4% |
| 3M | -27.7% | +126.4% | -154.1% | -29.0% |
| 6M | -44.4% | -68.6% | +24.1% | -44.1% |
| YTD | +31.3% | -67.0% | +98.3% | +31.8% |
| 1Y | +40.0% | +65.2% | -25.1% | +32.8% |
| 3Y | +339.2% | +235.6% | +103.7% | +299.4% |
| 5Y | +229.2% | +175.4% | +53.7% | +196.8% |
| All | +526.0% | -65.7% | +591.7% | +434.5% |
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