+212.6%
GLW vs CL
+39.7%
+173.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.2% | +4.8% | +2.3% |
| 7D | -13.9% | +1.3% | -15.3% | -13.8% |
| 30D | -35.0% | +11.4% | -46.3% | -34.3% |
| 3M | -32.4% | +4.4% | -36.8% | -31.7% |
| 6M | -41.3% | +10.8% | -52.1% | -41.0% |
| YTD | +21.8% | +25.1% | -3.3% | +21.1% |
| 1Y | +21.8% | +28.0% | -6.1% | +20.7% |
| 3Y | +307.7% | +37.6% | +270.1% | +279.4% |
| All | +212.6% | +39.7% | +173.0% | +185.8% |
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