+342.1%
GLW vs CB
+99.7%
+242.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.9% | +7.6% | +6.0% |
| 7D | +3.8% | +0.5% | +3.3% | +3.7% |
| 30D | -1.3% | -3.1% | +1.8% | -0.9% |
| 3M | -21.8% | +9.0% | -30.8% | -24.3% |
| 6M | +6.9% | +2.9% | +4.0% | +5.1% |
| YTD | +77.2% | +10.1% | +67.0% | +69.9% |
| 1Y | +123.2% | +22.8% | +100.5% | +105.1% |
| 3Y | +400.0% | +73.8% | +326.2% | +279.6% |
| All | +342.1% | +99.7% | +242.4% | +203.6% |
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