+542.4%
GLW vs CL
+76.2%
+466.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +1.4% | +7.8% | +8.9% |
| 7D | -5.9% | +0.5% | -6.4% | -6.1% |
| 30D | -26.0% | +11.6% | -37.6% | -28.5% |
| 3M | -29.9% | +5.6% | -35.5% | -31.3% |
| 6M | -37.8% | +13.2% | -50.9% | -41.3% |
| YTD | +33.1% | +26.9% | +6.2% | +19.6% |
| 1Y | +36.8% | +27.3% | +9.5% | +22.4% |
| 3Y | +356.1% | +39.7% | +316.4% | +273.4% |
| 5Y | +243.8% | +41.3% | +202.5% | +175.3% |
| 10Y | +542.4% | +76.3% | +466.1% | +357.2% |
| All | +542.4% | +76.2% | +466.2% | +357.2% |
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