-36.0%
GLW vs CAPR
-74.5%
+38.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -3.6% | -9.3% | -12.8% |
| 7D | -19.7% | +29.7% | -49.5% | -20.7% |
| 30D | -38.8% | +11.0% | -49.8% | -39.1% |
| 3M | -33.9% | +118.8% | -152.7% | -37.6% |
| 6M | -36.0% | -73.9% | +37.9% | -22.3% |
| All | -36.0% | -74.5% | +38.5% | -22.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling