+307.7%
GLW vs CI
0.0%
+307.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.6% | +5.2% | +2.4% |
| 7D | -13.9% | -1.6% | -12.4% | -14.0% |
| 30D | -35.0% | +5.4% | -40.4% | -34.7% |
| 3M | -32.4% | +7.3% | -39.6% | -31.9% |
| 6M | -41.3% | +5.3% | -46.7% | -41.0% |
| YTD | +21.8% | +8.5% | +13.4% | +22.6% |
| 1Y | +21.8% | +17.1% | +4.7% | +22.7% |
| 3Y | +307.7% | +1.4% | +306.3% | +305.4% |
| All | +307.7% | 0.0% | +307.7% | +305.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling