+493.9%
GLW vs CL
+74.1%
+419.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.2% | +4.8% | +3.2% |
| 7D | -13.9% | +1.3% | -15.3% | -14.3% |
| 30D | -35.0% | +11.4% | -46.3% | -37.2% |
| 3M | -32.4% | +4.4% | -36.8% | -33.6% |
| 6M | -41.3% | +10.8% | -52.1% | -44.4% |
| YTD | +21.8% | +25.1% | -3.3% | +9.9% |
| 1Y | +21.8% | +28.0% | -6.1% | +8.5% |
| 3Y | +307.7% | +37.6% | +270.1% | +235.2% |
| 5Y | +213.7% | +39.7% | +174.0% | +151.7% |
| All | +493.9% | +74.1% | +419.8% | +320.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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