+134.7%
GLW vs CG
-29.3%
+164.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.0% | +5.5% | +2.2% |
| 7D | +16.9% | -6.4% | +23.3% | +18.1% |
| 30D | +7.0% | -7.1% | +14.0% | +7.8% |
| 3M | -3.0% | -1.6% | -1.4% | -3.4% |
| 6M | +31.0% | -8.3% | +39.3% | +32.7% |
| YTD | +93.4% | -23.8% | +117.2% | +105.3% |
| 1Y | +134.7% | -28.7% | +163.5% | +149.1% |
| All | +134.7% | -29.3% | +164.1% | +149.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling