+342.1%
GLW vs CL
+28.4%
+313.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.5% | +7.2% | +5.6% |
| 7D | +3.8% | -2.2% | +5.9% | +3.7% |
| 30D | -1.3% | -4.8% | +3.5% | -1.5% |
| 3M | -21.8% | +4.9% | -26.7% | -22.5% |
| 6M | +6.9% | -5.7% | +12.6% | +7.2% |
| YTD | +77.2% | +14.4% | +62.8% | +74.3% |
| 1Y | +123.2% | +8.7% | +114.5% | +121.2% |
| 3Y | +400.0% | +30.0% | +370.0% | +355.8% |
| All | +342.1% | +28.4% | +313.8% | +305.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling