+837.6%
GLW vs CG
+345.5%
+492.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -2.2% | +9.7% | +8.4% |
| 7D | +14.0% | -1.3% | +15.3% | +14.4% |
| 30D | +0.4% | -3.2% | +3.5% | +1.0% |
| 3M | -11.3% | +6.2% | -17.6% | -14.5% |
| 6M | +35.1% | -4.7% | +39.7% | +35.3% |
| YTD | +90.5% | -20.6% | +111.2% | +103.8% |
| 1Y | +132.0% | -26.4% | +158.4% | +155.2% |
| 3Y | +463.3% | +55.4% | +407.9% | +330.4% |
| 5Y | +382.5% | +9.8% | +372.7% | +305.9% |
| 10Y | +837.6% | +341.4% | +496.3% | +366.8% |
| All | +837.6% | +345.5% | +492.1% | +366.8% |
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