+27.7%
GLW vs COR
-1.5%
+29.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.9% | -4.1% | -3.0% |
| 7D | -11.1% | +2.4% | -13.5% | -10.4% |
| 30D | -28.4% | +7.7% | -36.1% | -26.4% |
| 3M | -28.8% | +7.5% | -36.3% | -26.9% |
| 6M | -39.8% | +34.1% | -73.9% | -35.2% |
| YTD | +28.7% | +3.9% | +24.9% | +49.5% |
| 1Y | +27.7% | -3.6% | +31.4% | +49.5% |
| All | +27.7% | -1.5% | +29.2% | +49.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling