+27.7%
GLW vs CAPR
+47.8%
-20.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -9.9% | +6.7% | -3.2% |
| 7D | -11.1% | +7.6% | -18.8% | -11.1% |
| 30D | -28.4% | +13.3% | -41.7% | -28.5% |
| 3M | -28.8% | +130.4% | -159.2% | -29.2% |
| 6M | -39.8% | -70.8% | +31.0% | -39.8% |
| YTD | +28.7% | -69.3% | +98.0% | +28.8% |
| 1Y | +27.7% | +59.5% | -31.8% | +28.8% |
| All | +27.7% | +47.8% | -20.1% | +28.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling