+476.2%
GLW vs CORZ
+237.5%
+238.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +4.7% | +2.9% | +6.7% |
| 7D | +14.0% | +16.6% | -2.5% | +10.8% |
| 30D | +0.4% | -10.9% | +11.2% | +2.5% |
| 3M | -11.3% | -31.0% | +19.7% | -5.9% |
| 6M | +35.1% | +26.0% | +9.0% | +31.9% |
| YTD | +90.5% | +28.6% | +61.9% | +85.7% |
| 1Y | +132.0% | +34.5% | +97.6% | +124.7% |
| All | +476.2% | +237.5% | +238.8% | +441.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling