+769.5%
GLW vs CI
+146.1%
+623.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.3% | +7.0% | +6.1% |
| 7D | +3.8% | +1.3% | +2.5% | +3.3% |
| 30D | -1.3% | +4.4% | -5.8% | -2.7% |
| 3M | -21.8% | +0.7% | -22.5% | -22.7% |
| 6M | +6.9% | +0.3% | +6.6% | +5.5% |
| YTD | +77.2% | +3.8% | +73.3% | +72.6% |
| 1Y | +123.2% | -5.5% | +128.7% | +121.4% |
| 3Y | +400.0% | +8.1% | +391.9% | +349.3% |
| 5Y | +342.8% | +42.8% | +300.0% | +238.1% |
| All | +769.5% | +146.1% | +623.4% | +443.8% |
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