+461.1%
GLW vs CIFR
+69.8%
+391.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -8.7% | +10.2% | +2.4% |
| 7D | +16.9% | +11.3% | +5.5% | +15.5% |
| 30D | +7.0% | +3.5% | +3.5% | +6.4% |
| 3M | -3.0% | -26.6% | +23.7% | -1.1% |
| 6M | +31.0% | +18.1% | +12.9% | +28.2% |
| YTD | +93.4% | +14.5% | +78.9% | +89.0% |
| 1Y | +134.7% | +83.3% | +51.4% | +119.3% |
| 3Y | +471.8% | +461.5% | +10.3% | +363.2% |
| 5Y | +394.5% | +29.3% | +365.2% | +291.8% |
| All | +461.1% | +69.8% | +391.3% | +326.4% |
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