+478.1%
GLW vs CARR
+2.2%
+475.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.0% | +3.5% | +2.4% |
| 7D | +16.9% | +0.6% | +16.2% | +16.5% |
| 30D | +7.0% | -8.7% | +15.6% | +11.5% |
| 3M | -3.0% | -18.4% | +15.4% | +7.4% |
| 6M | +31.0% | -0.6% | +31.6% | +34.6% |
| YTD | +93.4% | +10.9% | +82.5% | +91.9% |
| 1Y | +134.7% | -7.3% | +142.0% | +145.7% |
| All | +478.1% | +2.2% | +475.8% | +456.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling