+391.7%
GLW vs CDE
+202.5%
+189.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.1% | +1.3% |
| 7D | +16.9% | -2.0% | +18.8% | +17.2% |
| 30D | +7.0% | +15.7% | -8.7% | +4.3% |
| 3M | -3.0% | +30.5% | -33.5% | -7.4% |
| 6M | +31.0% | -7.4% | +38.4% | +30.5% |
| YTD | +93.4% | +17.9% | +75.5% | +86.8% |
| 1Y | +134.7% | +46.7% | +88.0% | +120.1% |
| 3Y | +471.8% | +851.3% | -379.5% | +328.9% |
| All | +391.7% | +202.5% | +189.2% | +292.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling