+484.9%
GLW vs CORZ
+225.9%
+259.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.4% | +4.9% | +2.1% |
| 7D | +16.9% | +7.6% | +9.3% | +15.3% |
| 30D | +7.0% | -6.9% | +13.9% | +8.4% |
| 3M | -3.0% | -33.0% | +30.1% | +3.5% |
| 6M | +31.0% | +19.3% | +11.7% | +29.0% |
| YTD | +93.4% | +24.2% | +69.2% | +89.7% |
| 1Y | +134.7% | +24.5% | +110.2% | +129.7% |
| All | +484.9% | +225.9% | +259.0% | +452.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling