+542.4%
GLW vs CI
+158.0%
+384.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +0.7% | +8.6% | +9.1% |
| 7D | -5.9% | +0.1% | -6.0% | -6.0% |
| 30D | -26.0% | +4.7% | -30.7% | -27.2% |
| 3M | -29.9% | +5.2% | -35.1% | -31.4% |
| 6M | -37.8% | +3.8% | -41.5% | -39.5% |
| YTD | +33.1% | +9.2% | +23.9% | +27.0% |
| 1Y | +36.8% | +14.3% | +22.6% | +28.3% |
| 3Y | +356.1% | +8.4% | +347.6% | +310.4% |
| 5Y | +243.8% | +50.0% | +193.8% | +156.6% |
| 10Y | +542.4% | +142.2% | +400.2% | +292.6% |
| All | +542.4% | +158.0% | +384.4% | +292.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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