+562.0%
GLW vs CNH
+113.9%
+448.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.9% | +5.6% | +6.6% |
| 7D | +1.4% | +6.7% | -5.2% | -1.1% |
| 30D | -18.2% | +7.2% | -25.4% | -20.7% |
| 3M | -24.2% | +17.5% | -41.7% | -30.8% |
| 6M | -41.7% | +15.0% | -56.7% | -46.2% |
| YTD | +38.3% | +36.8% | +1.5% | +18.3% |
| 1Y | +38.2% | +27.6% | +10.6% | +21.7% |
| 3Y | +363.4% | +34.3% | +329.1% | +278.3% |
| 5Y | +254.6% | -12.2% | +266.8% | +238.0% |
| 10Y | +562.0% | +113.9% | +448.1% | +306.6% |
| All | +562.0% | +113.9% | +448.1% | +306.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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