+837.6%
GLW vs COR
+397.4%
+440.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -1.9% | +9.4% | +8.1% |
| 7D | +14.0% | -1.9% | +15.9% | +14.5% |
| 30D | +0.4% | +1.5% | -1.2% | -0.4% |
| 3M | -11.3% | +18.7% | -30.0% | -17.1% |
| 6M | +35.1% | -9.0% | +44.1% | +36.9% |
| YTD | +90.5% | -3.3% | +93.8% | +88.9% |
| 1Y | +132.0% | +9.8% | +122.2% | +118.6% |
| 3Y | +463.3% | +87.4% | +376.0% | +316.2% |
| 5Y | +382.5% | +180.5% | +202.0% | +194.9% |
| 10Y | +837.6% | +398.1% | +439.5% | +373.0% |
| All | +837.6% | +397.4% | +440.2% | +373.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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