+123.2%
GLW vs CB
+22.7%
+100.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.9% | +7.6% | +3.9% |
| 7D | +3.8% | +0.5% | +3.3% | +4.3% |
| 30D | -1.3% | -3.1% | +1.8% | -3.9% |
| 3M | -21.8% | +9.0% | -30.8% | -16.0% |
| 6M | +6.9% | +2.9% | +4.0% | +12.8% |
| YTD | +77.2% | +10.1% | +67.0% | +94.7% |
| 1Y | +123.2% | +22.8% | +100.5% | +150.8% |
| All | +123.2% | +22.7% | +100.5% | +150.8% |
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