+755.6%
GLW vs CARR
+441.9%
+313.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.1% | +4.6% | +5.3% |
| 7D | +3.8% | +1.6% | +2.2% | +3.2% |
| 30D | -1.3% | -8.7% | +7.4% | +2.1% |
| 3M | -21.8% | -12.6% | -9.2% | -17.2% |
| 6M | +6.9% | -1.5% | +8.4% | +8.9% |
| YTD | +77.2% | +14.3% | +62.9% | +71.7% |
| 1Y | +123.2% | -4.6% | +127.8% | +128.6% |
| 3Y | +400.0% | +7.3% | +392.6% | +379.7% |
| 5Y | +342.8% | +11.6% | +331.2% | +304.7% |
| All | +755.6% | +441.9% | +313.7% | +510.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling