+212.6%
GLW vs CG
-22.2%
+234.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +2.8% |
| 7D | -13.9% | -1.2% | -12.7% | -13.5% |
| 30D | -35.0% | +5.0% | -40.0% | -36.1% |
| 3M | -32.4% | -18.2% | -14.2% | -28.2% |
| 6M | -41.3% | -20.7% | -20.6% | -37.4% |
| YTD | +21.8% | -31.4% | +53.3% | +35.5% |
| 1Y | +21.8% | -22.3% | +44.1% | +29.6% |
| 3Y | +307.7% | +50.2% | +257.5% | +227.6% |
| All | +212.6% | -22.2% | +234.8% | +196.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling