+331.3%
GLW vs CI
+11.1%
+320.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.5% | -5.8% | -3.0% |
| 7D | -11.1% | +2.6% | -13.7% | -10.8% |
| 30D | -28.4% | +7.3% | -35.8% | -27.9% |
| 3M | -28.8% | +9.5% | -38.3% | -28.1% |
| 6M | -39.8% | +6.4% | -46.2% | -39.2% |
| YTD | +28.7% | +12.0% | +16.7% | +30.0% |
| 1Y | +27.7% | +20.1% | +7.6% | +29.2% |
| 3Y | +331.3% | +9.6% | +321.8% | +337.3% |
| All | +331.3% | +11.1% | +320.3% | +337.3% |
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