+562.0%
GLW vs CFG
+224.4%
+337.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.9% | +6.6% | +7.1% |
| 7D | +1.4% | -0.8% | +2.2% | +2.0% |
| 30D | -18.2% | +3.1% | -21.3% | -19.2% |
| 3M | -24.2% | -9.7% | -14.5% | -20.7% |
| 6M | -41.7% | +6.7% | -48.4% | -43.7% |
| YTD | +38.3% | +15.2% | +23.1% | +29.4% |
| 1Y | +38.2% | +28.8% | +9.4% | +23.3% |
| 3Y | +363.4% | +190.1% | +173.3% | +183.1% |
| 5Y | +254.6% | +63.4% | +191.2% | +169.2% |
| 10Y | +562.0% | +219.8% | +342.2% | +266.8% |
| All | +562.0% | +224.4% | +337.5% | +266.8% |
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