+562.0%
GLW vs CL
+83.5%
+478.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.1% | +7.5% | +7.5% |
| 7D | +1.4% | -0.8% | +2.2% | +1.6% |
| 30D | -18.2% | +9.5% | -27.7% | -20.6% |
| 3M | -24.2% | +6.8% | -31.0% | -26.0% |
| 6M | -41.7% | +14.3% | -56.0% | -45.3% |
| YTD | +38.3% | +26.3% | +12.0% | +24.5% |
| 1Y | +38.2% | +25.6% | +12.6% | +24.3% |
| 3Y | +363.4% | +38.5% | +324.9% | +280.5% |
| 5Y | +254.6% | +40.7% | +213.9% | +184.0% |
| 10Y | +562.0% | +83.1% | +478.9% | +365.3% |
| All | +562.0% | +83.5% | +478.4% | +365.3% |
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