+516.2%
GLW vs CFG
+221.6%
+294.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.1% |
| 7D | -11.1% | +0.7% | -11.8% | -11.2% |
| 30D | -28.4% | +2.8% | -31.2% | -29.2% |
| 3M | -28.8% | -10.1% | -18.7% | -25.4% |
| 6M | -39.8% | +3.2% | -43.0% | -41.1% |
| YTD | +28.7% | +14.2% | +14.5% | +20.9% |
| 1Y | +27.7% | +27.4% | +0.3% | +14.5% |
| 3Y | +331.3% | +187.6% | +143.8% | +164.4% |
| 5Y | +233.4% | +65.7% | +167.7% | +151.5% |
| All | +516.2% | +221.6% | +294.5% | +242.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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