+132.0%
GLW vs CIFR
+150.5%
-18.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +4.3% | +3.2% | +6.5% |
| 7D | +14.0% | +26.7% | -12.7% | +7.5% |
| 30D | +0.4% | +7.7% | -7.4% | -1.9% |
| 3M | -11.3% | -23.8% | +12.5% | -8.4% |
| 6M | +35.1% | +35.9% | -0.8% | +24.7% |
| YTD | +90.5% | +25.4% | +65.1% | +77.0% |
| 1Y | +132.0% | +139.8% | -7.7% | +114.9% |
| All | +132.0% | +150.5% | -18.4% | +114.9% |
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