+526.0%
GLW vs CDE
+57.8%
+468.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.2% | -2.1% | -4.0% |
| 7D | +7.7% | -9.6% | +17.4% | +9.2% |
| 30D | -18.8% | -6.7% | -12.2% | -18.2% |
| 3M | -27.7% | -24.2% | -3.5% | -25.3% |
| 6M | -44.4% | -29.1% | -15.3% | -42.3% |
| YTD | +31.3% | -21.5% | +52.8% | +34.3% |
| 1Y | +40.0% | -7.4% | +47.4% | +40.7% |
| 3Y | +339.2% | +596.3% | -257.1% | +248.1% |
| 5Y | +229.2% | +95.7% | +133.4% | +183.2% |
| All | +526.0% | +57.8% | +468.2% | +371.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CDE.
Daily Out/Under-Performance
Portfolio return minus CDE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDE 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 CDE 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