+478.8%
GLW vs CF
+557.2%
-78.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +6.2% | -19.1% | -14.1% |
| 7D | -19.7% | +0.4% | -20.2% | -20.0% |
| 30D | -38.8% | +2.2% | -41.0% | -39.3% |
| 3M | -33.9% | +2.1% | -36.0% | -34.7% |
| 6M | -36.0% | -6.5% | -29.4% | -36.2% |
| YTD | +18.7% | +55.6% | -36.8% | +1.1% |
| 1Y | +19.8% | +42.3% | -22.5% | +4.3% |
| 3Y | +294.3% | +55.7% | +238.6% | +225.0% |
| 5Y | +205.7% | +122.4% | +83.3% | +106.9% |
| All | +478.8% | +557.2% | -78.4% | +186.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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