+297.3%
GLW vs CF
+56.6%
+240.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +6.2% | -19.1% | -12.0% |
| 7D | -19.7% | +0.4% | -20.2% | -19.5% |
| 30D | -38.8% | +2.2% | -41.0% | -38.4% |
| 3M | -33.9% | +2.1% | -36.0% | -33.3% |
| 6M | -36.0% | -6.5% | -29.4% | -35.8% |
| YTD | +18.7% | +55.6% | -36.8% | +15.2% |
| 1Y | +19.8% | +42.3% | -22.5% | +17.1% |
| All | +297.3% | +56.6% | +240.7% | +275.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling