+542.4%
GLW vs CB
+246.2%
+296.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -0.4% | +9.7% | +9.4% |
| 7D | -5.9% | -1.5% | -4.4% | -5.3% |
| 30D | -26.0% | +6.5% | -32.5% | -28.3% |
| 3M | -29.9% | +4.1% | -33.9% | -31.6% |
| 6M | -37.8% | +14.4% | -52.2% | -43.2% |
| YTD | +33.1% | +17.5% | +15.6% | +19.0% |
| 1Y | +36.8% | +27.5% | +9.3% | +16.8% |
| 3Y | +356.1% | +71.6% | +284.5% | +218.3% |
| 5Y | +243.8% | +100.6% | +143.2% | +113.9% |
| 10Y | +542.4% | +243.0% | +299.4% | +181.7% |
| All | +542.4% | +246.2% | +296.2% | +181.7% |
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