+521.8%
GLW vs CF
+494.2%
+27.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.6% | -5.9% | -3.8% |
| 7D | -11.1% | +4.8% | -15.9% | -12.1% |
| 30D | -28.4% | +9.7% | -38.1% | -30.0% |
| 3M | -28.8% | +1.2% | -30.0% | -29.5% |
| 6M | -39.8% | +7.4% | -47.2% | -41.7% |
| YTD | +28.7% | +60.5% | -31.8% | +8.8% |
| 1Y | +27.7% | +50.7% | -23.0% | +9.7% |
| 3Y | +331.3% | +64.8% | +266.5% | +250.2% |
| 5Y | +233.4% | +115.8% | +117.7% | +128.8% |
| 10Y | +521.8% | +481.0% | +40.7% | +201.5% |
| All | +521.8% | +494.2% | +27.6% | +201.5% |
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