+554.2%
GLW vs CG
+274.5%
+279.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.3% | +3.5% | +0.9% |
| 7D | +15.5% | -1.5% | +17.0% | +16.3% |
| 30D | -19.6% | +5.7% | -25.2% | -21.4% |
| 3M | -28.5% | -17.9% | -10.6% | -23.4% |
| 6M | -39.5% | -20.2% | -19.3% | -34.8% |
| YTD | +37.2% | -32.0% | +69.2% | +55.6% |
| 1Y | +35.4% | -27.0% | +62.4% | +49.3% |
| 3Y | +359.7% | +42.8% | +316.9% | +261.7% |
| 5Y | +244.0% | -23.4% | +267.4% | +239.8% |
| All | +554.2% | +274.5% | +279.6% | +246.9% |
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