+1,483.4%
GLW vs CG
+351.2%
+1,132.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.6% | +7.3% | +6.3% |
| 7D | +3.8% | -4.3% | +8.1% | +5.3% |
| 30D | -1.3% | -5.1% | +3.7% | 0.0% |
| 3M | -21.8% | +8.7% | -30.5% | -24.9% |
| 6M | +6.9% | -9.2% | +16.1% | +9.3% |
| YTD | +77.2% | -18.9% | +96.0% | +86.9% |
| 1Y | +123.2% | -25.6% | +148.9% | +142.6% |
| 3Y | +400.0% | +57.3% | +342.7% | +296.2% |
| 5Y | +342.8% | +10.2% | +332.6% | +282.6% |
| 10Y | +771.4% | +364.2% | +407.2% | +368.2% |
| All | +1,483.4% | +351.2% | +1,132.2% | +727.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling