+212.6%
GLW vs CI
+49.9%
+162.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.6% | +5.2% | +2.6% |
| 7D | -13.9% | -1.6% | -12.4% | -13.9% |
| 30D | -35.0% | +5.4% | -40.4% | -35.1% |
| 3M | -32.4% | +7.3% | -39.6% | -32.6% |
| 6M | -41.3% | +5.3% | -46.7% | -41.6% |
| YTD | +21.8% | +8.5% | +13.4% | +20.9% |
| 1Y | +21.8% | +17.1% | +4.7% | +20.1% |
| 3Y | +307.7% | +1.4% | +306.3% | +301.2% |
| All | +212.6% | +49.9% | +162.8% | +160.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling