+40.6%
GLW vs CIFR
-69.0%
+109.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -20.0% | +14.1% | +0.3% |
| 7D | -9.5% | -26.7% | +17.2% | -1.6% |
| 30D | -25.5% | -58.0% | +32.5% | -4.4% |
| 3M | -25.6% | -68.1% | +42.5% | +2.5% |
| 6M | -25.5% | -63.7% | +38.2% | -4.0% |
| YTD | +36.4% | -56.0% | +92.3% | +63.1% |
| 1Y | +40.6% | -71.1% | +111.7% | +78.3% |
| All | +40.6% | -69.0% | +109.6% | +78.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CIFR.
Daily Out/Under-Performance
Portfolio return minus CIFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIFR 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 1y: compounded portfolio wealth divided by compounded CIFR 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…
1y analysis · Full analysis span regression · 6 months rolling