+339.2%
GLW vs COR
+86.2%
+253.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +3.0% | -7.3% | -3.7% |
| 7D | +7.7% | +7.8% | -0.1% | +9.5% |
| 30D | -18.8% | +7.0% | -25.8% | -17.5% |
| 3M | -27.7% | +16.3% | -44.0% | -25.1% |
| 6M | -44.4% | +41.3% | -85.7% | -40.8% |
| YTD | +31.3% | +7.1% | +24.1% | +41.3% |
| 1Y | +40.0% | -0.8% | +40.9% | +49.8% |
| 3Y | +339.2% | +85.0% | +254.2% | +437.3% |
| All | +339.2% | +86.2% | +253.1% | +437.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling