+493.9%
GLW vs CLS
+1,628.1%
-1,134.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.1% | +2.4% |
| 7D | -13.9% | -22.2% | +8.2% | -6.1% |
| 30D | -35.0% | -44.4% | +9.4% | -20.8% |
| 3M | -32.4% | -34.3% | +1.9% | -22.0% |
| 6M | -41.3% | -50.1% | +8.7% | -26.7% |
| YTD | +21.8% | -30.1% | +51.9% | +36.0% |
| 1Y | +21.8% | -39.3% | +61.2% | +40.7% |
| 3Y | +307.7% | +732.7% | -425.0% | +95.7% |
| 5Y | +213.7% | +1,777.2% | -1,563.5% | +9.8% |
| All | +493.9% | +1,628.1% | -1,134.2% | +75.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 CLS 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