+804.6%
GLW vs CARR
+414.1%
+390.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.3% | -0.9% | -2.3% |
| 7D | +11.7% | -4.1% | +15.9% | +13.5% |
| 30D | +2.7% | -11.0% | +13.6% | +7.2% |
| 3M | -2.8% | -16.4% | +13.5% | +4.8% |
| 6M | +20.2% | -2.4% | +22.5% | +22.9% |
| YTD | +87.3% | +8.4% | +78.9% | +85.0% |
| 1Y | +119.6% | -8.0% | +127.6% | +128.2% |
| 3Y | +453.7% | +0.6% | +453.1% | +443.8% |
| 5Y | +376.1% | +7.7% | +368.3% | +341.8% |
| All | +804.6% | +414.1% | +390.5% | +558.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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