+932.1%
GLW vs CFG
+396.4%
+535.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.1% | +5.8% | +5.7% |
| 7D | +3.8% | +1.5% | +2.2% | +3.1% |
| 30D | -1.3% | -3.8% | +2.5% | +0.4% |
| 3M | -21.8% | +11.5% | -33.3% | -25.7% |
| 6M | +6.9% | +19.2% | -12.3% | -1.0% |
| YTD | +77.2% | +23.7% | +53.4% | +61.1% |
| 1Y | +123.2% | +38.8% | +84.4% | +92.9% |
| 3Y | +400.0% | +178.9% | +221.1% | +212.1% |
| 5Y | +342.8% | +101.8% | +241.0% | +207.5% |
| 10Y | +771.4% | +317.3% | +454.1% | +307.4% |
| All | +932.1% | +396.4% | +535.8% | +346.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling