+2,428.2%
GLW vs COR
+17,545.2%
-15,117.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.9% | +7.5% | +6.1% |
| 7D | +3.8% | +2.8% | +1.0% | +3.1% |
| 30D | -1.3% | +4.5% | -5.9% | -2.6% |
| 3M | -21.8% | +22.7% | -44.5% | -26.2% |
| 6M | +6.9% | -9.7% | +16.6% | +7.6% |
| YTD | +77.2% | -1.4% | +78.6% | +74.6% |
| 1Y | +123.2% | +13.9% | +109.3% | +112.0% |
| 3Y | +400.0% | +94.0% | +306.0% | +310.7% |
| 5Y | +342.8% | +184.0% | +158.8% | +229.2% |
| 10Y | +771.4% | +406.8% | +364.6% | +455.1% |
| All | +2,428.2% | +17,545.2% | -15,117.0% | +903.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling