+342.1%
GLW vs CF
+227.0%
+115.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.2% | +8.9% | +5.7% |
| 7D | +3.8% | +6.0% | -2.2% | +3.7% |
| 30D | -1.3% | +14.8% | -16.2% | -1.6% |
| 3M | -21.8% | +14.1% | -35.9% | -22.1% |
| 6M | +6.9% | +28.5% | -21.6% | +4.2% |
| YTD | +77.2% | +74.9% | +2.2% | +66.3% |
| 1Y | +123.2% | +61.7% | +61.6% | +111.2% |
| 3Y | +400.0% | +80.3% | +319.7% | +360.2% |
| All | +342.1% | +227.0% | +115.2% | +250.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling