+254.6%
GLW vs CI
+52.1%
+202.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.6% | +8.0% | +7.4% |
| 7D | +1.4% | -1.3% | +2.7% | +1.4% |
| 30D | -18.2% | +6.4% | -24.6% | -18.4% |
| 3M | -24.2% | +10.7% | -34.9% | -24.5% |
| 6M | -41.7% | +5.5% | -47.2% | -41.9% |
| YTD | +38.3% | +11.4% | +26.9% | +37.2% |
| 1Y | +38.2% | +15.0% | +23.2% | +36.7% |
| 3Y | +363.4% | +9.0% | +354.4% | +350.9% |
| 5Y | +254.6% | +52.0% | +202.6% | +194.2% |
| All | +254.6% | +52.1% | +202.4% | +194.2% |
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