+307.7%
GLW vs CFG
+168.6%
+139.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.5% | +3.0% |
| 7D | -13.9% | -0.9% | -13.0% | -13.5% |
| 30D | -35.0% | +1.1% | -36.1% | -35.3% |
| 3M | -32.4% | -12.0% | -20.4% | -28.5% |
| 6M | -41.3% | -2.2% | -39.1% | -41.3% |
| YTD | +21.8% | +11.4% | +10.4% | +15.4% |
| 1Y | +21.8% | +27.8% | -6.0% | +9.2% |
| 3Y | +307.7% | +173.3% | +134.4% | +173.7% |
| All | +307.7% | +168.6% | +139.0% | +173.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling