+205.7%
GLW vs CL
+43.3%
+162.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -0.1% | -12.8% | -12.9% |
| 7D | -19.7% | +5.9% | -25.7% | -19.2% |
| 30D | -38.8% | +13.8% | -52.5% | -38.0% |
| 3M | -33.9% | +6.4% | -40.3% | -33.1% |
| 6M | -36.0% | +15.6% | -51.6% | -35.6% |
| YTD | +18.7% | +27.9% | -9.1% | +18.4% |
| 1Y | +19.8% | +31.4% | -11.6% | +18.9% |
| 3Y | +294.3% | +41.4% | +252.9% | +267.2% |
| 5Y | +205.7% | +42.8% | +162.9% | +180.3% |
| All | +205.7% | +43.3% | +162.4% | +180.3% |
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 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