+521.8%
GLW vs CG
+308.6%
+213.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.4% | -1.9% | -2.7% |
| 7D | -11.1% | +2.0% | -13.1% | -11.6% |
| 30D | -28.4% | +8.5% | -37.0% | -30.8% |
| 3M | -28.8% | -12.1% | -16.7% | -25.7% |
| 6M | -39.8% | -16.4% | -23.4% | -36.3% |
| YTD | +28.7% | -28.0% | +56.7% | +42.9% |
| 1Y | +27.7% | -18.9% | +46.6% | +35.0% |
| 3Y | +331.3% | +51.2% | +280.1% | +232.0% |
| 5Y | +233.4% | -15.9% | +249.3% | +216.7% |
| 10Y | +521.8% | +305.9% | +215.8% | +221.3% |
| All | +521.8% | +308.6% | +213.2% | +221.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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