+342.1%
GLW vs COR
+184.0%
+158.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.9% | +7.5% | +5.7% |
| 7D | +3.8% | +2.8% | +1.0% | +3.8% |
| 30D | -1.3% | +4.5% | -5.9% | -1.4% |
| 3M | -21.8% | +22.7% | -44.5% | -22.8% |
| 6M | +6.9% | -9.7% | +16.6% | +11.6% |
| YTD | +77.2% | -1.4% | +78.6% | +81.7% |
| 1Y | +123.2% | +13.9% | +109.3% | +122.5% |
| 3Y | +400.0% | +94.0% | +306.0% | +311.7% |
| All | +342.1% | +184.0% | +158.1% | +186.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling