+4,968.6%
GLW vs CDE
-89.6%
+5,058.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.1% | +1.4% |
| 7D | +16.9% | -2.0% | +18.8% | +17.0% |
| 30D | +7.0% | +15.7% | -8.7% | +5.5% |
| 3M | -3.0% | +30.5% | -33.5% | -5.3% |
| 6M | +31.0% | -7.4% | +38.4% | +31.4% |
| YTD | +93.4% | +17.9% | +75.5% | +89.8% |
| 1Y | +134.7% | +46.7% | +88.0% | +125.4% |
| 3Y | +471.8% | +851.3% | -379.5% | +362.1% |
| 5Y | +394.5% | +202.9% | +191.5% | +322.9% |
| 10Y | +867.9% | +58.2% | +809.7% | +701.1% |
| All | +4,968.6% | -89.6% | +5,058.2% | +3,593.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling