+40.0%
GLW vs CI
+12.2%
+27.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.2% | -4.6% | -4.2% |
| 7D | +7.7% | +1.2% | +6.6% | +8.2% |
| 30D | -18.8% | +2.6% | -21.4% | -18.0% |
| 3M | -27.7% | +7.4% | -35.2% | -26.1% |
| 6M | -44.4% | -0.1% | -44.3% | -42.1% |
| YTD | +31.3% | +9.7% | +21.5% | +34.2% |
| 1Y | +40.0% | +12.1% | +27.9% | +43.5% |
| All | +40.0% | +12.2% | +27.9% | +43.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling