+521.8%
GLW vs CAPR
-68.2%
+590.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -9.9% | +6.7% | -3.1% |
| 7D | -11.1% | +7.6% | -18.8% | -11.2% |
| 30D | -28.4% | +13.3% | -41.7% | -28.6% |
| 3M | -28.8% | +130.4% | -159.2% | -30.0% |
| 6M | -39.8% | -70.8% | +31.0% | -39.4% |
| YTD | +28.7% | -69.3% | +98.0% | +29.5% |
| 1Y | +27.7% | +59.5% | -31.8% | +21.2% |
| 3Y | +331.3% | +216.8% | +114.6% | +292.7% |
| 5Y | +233.4% | +152.7% | +80.7% | +201.2% |
| 10Y | +521.8% | -68.2% | +590.0% | +427.4% |
| All | +521.8% | -68.2% | +590.0% | +427.4% |
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