+356.1%
GLW vs CB
+71.0%
+285.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -0.4% | +9.7% | +9.1% |
| 7D | -5.9% | -1.5% | -4.4% | -6.3% |
| 30D | -26.0% | +6.5% | -32.5% | -24.4% |
| 3M | -29.9% | +4.1% | -33.9% | -28.7% |
| 6M | -37.8% | +14.4% | -52.2% | -36.0% |
| YTD | +33.1% | +17.5% | +15.6% | +36.9% |
| 1Y | +36.8% | +27.5% | +9.3% | +39.2% |
| 3Y | +356.1% | +71.6% | +284.5% | +371.1% |
| All | +356.1% | +71.0% | +285.1% | +371.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling