+3,093.2%
GLW vs CI
+7,937.0%
-4,843.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.6% | +5.2% | +3.3% |
| 7D | -13.9% | -1.6% | -12.4% | -13.6% |
| 30D | -35.0% | +5.4% | -40.4% | -36.2% |
| 3M | -32.4% | +7.3% | -39.6% | -34.1% |
| 6M | -41.3% | +5.3% | -46.7% | -43.1% |
| YTD | +21.8% | +8.5% | +13.4% | +16.9% |
| 1Y | +21.8% | +17.1% | +4.7% | +14.1% |
| 3Y | +307.7% | +1.4% | +306.3% | +282.6% |
| 5Y | +213.7% | +50.5% | +163.2% | +156.3% |
| 10Y | +509.3% | +168.5% | +340.7% | +310.9% |
| All | +3,093.2% | +7,937.0% | -4,843.7% | +556.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling