+122.4%
GLW vs CORZ
+12.0%
+110.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.3% | -1.3% | +0.5% |
| 7D | +7.8% | +0.3% | +7.6% | +7.7% |
| 30D | -0.4% | -14.0% | +13.6% | +6.5% |
| 3M | -5.6% | -34.1% | +28.5% | +11.9% |
| 6M | +26.7% | +8.5% | +18.3% | +22.4% |
| YTD | +91.0% | +23.2% | +67.8% | +78.5% |
| 1Y | +122.4% | +15.4% | +107.0% | +106.9% |
| All | +122.4% | +12.0% | +110.5% | +106.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CORZ.
Daily Out/Under-Performance
Portfolio return minus CORZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CORZ 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 CORZ 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