+339.2%
GLW vs CL
+40.9%
+298.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.8% | -6.1% | -3.6% |
| 7D | +7.7% | +3.2% | +4.5% | +9.1% |
| 30D | -18.8% | +8.0% | -26.9% | -16.0% |
| 3M | -27.7% | +7.9% | -35.6% | -24.7% |
| 6M | -44.4% | +14.7% | -59.2% | -41.0% |
| YTD | +31.3% | +29.2% | +2.1% | +42.3% |
| 1Y | +40.0% | +29.5% | +10.5% | +51.9% |
| 3Y | +339.2% | +40.7% | +298.6% | +384.4% |
| All | +339.2% | +40.9% | +298.3% | +384.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling