+493.9%
GLW vs CAPR
-68.5%
+562.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.7% | -2.0% | +2.5% |
| 7D | -13.9% | +41.1% | -55.0% | -14.4% |
| 30D | -35.0% | +11.1% | -46.1% | -35.1% |
| 3M | -32.4% | +115.3% | -147.7% | -33.5% |
| 6M | -41.3% | -73.8% | +32.5% | -40.8% |
| YTD | +21.8% | -68.8% | +90.7% | +22.5% |
| 1Y | +21.8% | +43.3% | -21.5% | +15.9% |
| 3Y | +307.7% | +214.7% | +93.0% | +271.2% |
| 5Y | +213.7% | +141.3% | +72.4% | +183.7% |
| All | +493.9% | -68.5% | +562.4% | +403.8% |
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