+40.6%
GLW vs CB
+34.9%
+5.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +2.1% | -7.9% | -3.4% |
| 7D | -9.5% | +5.3% | -14.7% | -3.7% |
| 30D | -25.5% | +13.2% | -38.7% | -13.4% |
| 3M | -25.6% | +7.8% | -33.3% | -17.8% |
| 6M | -25.5% | +15.8% | -41.3% | -9.5% |
| YTD | +36.4% | +21.0% | +15.4% | +76.3% |
| 1Y | +40.6% | +32.2% | +8.4% | +98.1% |
| All | +40.6% | +34.9% | +5.7% | +98.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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