+254.6%
GLW vs CB
+105.3%
+149.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.3% | +7.1% | +7.4% |
| 7D | +1.4% | -1.0% | +2.4% | +1.5% |
| 30D | -18.2% | +7.3% | -25.5% | -18.9% |
| 3M | -24.2% | +7.0% | -31.2% | -24.9% |
| 6M | -41.7% | +16.3% | -58.1% | -43.9% |
| YTD | +38.3% | +19.7% | +18.6% | +31.3% |
| 1Y | +38.2% | +27.8% | +10.4% | +28.0% |
| 3Y | +363.4% | +72.0% | +291.4% | +266.5% |
| 5Y | +254.6% | +104.9% | +149.7% | +146.3% |
| All | +254.6% | +105.3% | +149.3% | +146.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling