+459.7%
GLW vs CDE
+797.0%
-337.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.1% | 0.0% | -2.6% |
| 7D | +11.7% | -6.1% | +17.8% | +12.9% |
| 30D | +2.7% | +9.5% | -6.8% | +0.6% |
| 3M | -2.8% | +32.0% | -34.8% | -8.2% |
| 6M | +20.2% | -12.8% | +32.9% | +20.2% |
| YTD | +87.3% | +14.2% | +73.1% | +80.8% |
| 1Y | +119.6% | +36.3% | +83.3% | +106.7% |
| All | +459.7% | +797.0% | -337.3% | +334.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling