+286.2%
GLW vs CIFR
-31.6%
+317.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +4.0% | +5.2% | +8.8% |
| 7D | -5.9% | -0.7% | -5.2% | -6.1% |
| 30D | -26.0% | -49.6% | +23.6% | -20.9% |
| 3M | -29.9% | -60.4% | +30.5% | -23.4% |
| 6M | -37.8% | -66.9% | +29.1% | -31.2% |
| YTD | +33.1% | -53.9% | +87.0% | +42.2% |
| 1Y | +36.8% | -67.1% | +103.9% | +49.0% |
| 3Y | +356.1% | +118.3% | +237.8% | +306.6% |
| 5Y | +243.8% | -26.9% | +270.7% | +195.6% |
| All | +286.2% | -31.6% | +317.8% | +220.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling