+769.5%
GLW vs CAPR
-75.3%
+844.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.3% | +4.4% | +5.7% |
| 7D | +3.8% | -2.0% | +5.7% | +3.8% |
| 30D | -1.3% | +139.2% | -140.5% | -3.0% |
| 3M | -21.8% | -66.4% | +44.6% | -21.3% |
| 6M | +6.9% | -63.1% | +70.0% | +7.4% |
| YTD | +77.2% | -67.4% | +144.6% | +78.2% |
| 1Y | +123.2% | +58.2% | +65.0% | +112.0% |
| 3Y | +400.0% | +42.2% | +357.8% | +362.8% |
| 5Y | +342.8% | +87.3% | +255.6% | +302.8% |
| All | +769.5% | -75.3% | +844.7% | +655.7% |
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