+410.2%
GLW vs CI
+7.7%
+402.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.3% | +7.0% | +5.6% |
| 7D | +3.8% | +1.3% | +2.5% | +3.8% |
| 30D | -1.3% | +4.4% | -5.8% | -1.1% |
| 3M | -21.8% | +0.7% | -22.5% | -21.7% |
| 6M | +6.9% | +0.3% | +6.6% | +6.9% |
| YTD | +77.2% | +3.8% | +73.3% | +77.3% |
| 1Y | +123.2% | -5.5% | +128.7% | +123.8% |
| All | +410.2% | +7.7% | +402.5% | +405.4% |
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