+123.2%
GLW vs CIFR
+122.3%
+0.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.1% | +3.6% | +5.2% |
| 7D | +3.8% | +16.9% | -13.2% | -0.3% |
| 30D | -1.3% | -5.2% | +3.8% | -0.8% |
| 3M | -21.8% | -30.6% | +8.8% | -17.4% |
| 6M | +6.9% | +10.6% | -3.7% | +2.1% |
| YTD | +77.2% | +20.2% | +57.0% | +66.1% |
| 1Y | +123.2% | +139.7% | -16.5% | +109.7% |
| All | +123.2% | +122.3% | +0.9% | +109.7% |
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