+382.5%
GLW vs CIFR
+59.6%
+322.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +4.3% | +3.2% | +7.1% |
| 7D | +14.0% | +26.7% | -12.7% | +11.3% |
| 30D | +0.4% | +7.7% | -7.4% | -0.5% |
| 3M | -11.3% | -23.8% | +12.5% | -9.9% |
| 6M | +35.1% | +35.9% | -0.8% | +30.6% |
| YTD | +90.5% | +25.4% | +65.1% | +84.6% |
| 1Y | +132.0% | +139.8% | -7.7% | +112.1% |
| 3Y | +463.3% | +515.0% | -51.6% | +352.7% |
| 5Y | +382.5% | +52.1% | +330.4% | +267.4% |
| All | +382.5% | +59.6% | +322.9% | +267.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling