+123.2%
GLW vs COST
-3.4%
+126.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.0% | +6.7% | +5.0% |
| 7D | +3.8% | -3.1% | +6.9% | +1.6% |
| 30D | -1.3% | -2.8% | +1.4% | -2.9% |
| 3M | -21.8% | -5.7% | -16.1% | -22.9% |
| 6M | +6.9% | -8.8% | +15.7% | +4.0% |
| YTD | +77.2% | +6.7% | +70.5% | +82.4% |
| 1Y | +123.2% | -3.6% | +126.9% | +122.3% |
| All | +123.2% | -3.4% | +126.6% | +122.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COST.
Daily Out/Under-Performance
Portfolio return minus COST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COST 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 COST 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