+1,816.1%
GLW vs CB
+7,167.0%
-5,350.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -0.7% | -12.2% | -12.7% |
| 7D | -19.7% | +2.6% | -22.3% | -20.5% |
| 30D | -38.8% | +11.2% | -50.0% | -41.2% |
| 3M | -33.9% | +5.7% | -39.6% | -35.5% |
| 6M | -36.0% | +15.9% | -51.9% | -40.3% |
| YTD | +18.7% | +20.2% | -1.4% | +8.8% |
| 1Y | +19.8% | +32.4% | -12.6% | +5.9% |
| 3Y | +294.3% | +75.5% | +218.8% | +210.3% |
| 5Y | +205.7% | +105.5% | +100.2% | +126.0% |
| 10Y | +493.8% | +258.5% | +235.2% | +258.1% |
| All | +1,816.1% | +7,167.0% | -5,350.8% | +462.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling