+339.2%
GLW vs CIFR
+129.4%
+209.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.1% | -0.3% | -3.7% |
| 7D | +7.7% | +4.8% | +2.9% | +7.1% |
| 30D | -18.8% | -31.0% | +12.1% | -14.8% |
| 3M | -27.7% | -58.7% | +31.0% | -18.8% |
| 6M | -44.4% | -67.7% | +23.3% | -36.0% |
| YTD | +31.3% | -53.5% | +84.8% | +44.1% |
| 1Y | +40.0% | -54.1% | +94.1% | +53.4% |
| 3Y | +339.2% | +138.2% | +201.0% | +310.6% |
| All | +339.2% | +129.4% | +209.8% | +310.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling