+554.2%
GLW vs CB
+246.5%
+307.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -1.0% |
| 7D | +15.5% | 0.0% | +15.5% | +15.4% |
| 30D | -19.6% | +7.4% | -26.9% | -22.3% |
| 3M | -28.5% | +8.6% | -37.1% | -31.6% |
| 6M | -39.5% | +16.1% | -55.7% | -45.1% |
| YTD | +37.2% | +20.2% | +17.0% | +21.4% |
| 1Y | +35.4% | +27.2% | +8.2% | +16.0% |
| 3Y | +359.7% | +72.7% | +287.0% | +220.7% |
| 5Y | +244.0% | +105.9% | +138.1% | +111.5% |
| All | +554.2% | +246.5% | +307.7% | +183.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling