+526.0%
GLW vs COST
+766.3%
-240.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.3% | -5.6% | -4.8% |
| 7D | +7.7% | +5.0% | +2.7% | +5.7% |
| 30D | -18.8% | +12.8% | -31.7% | -23.1% |
| 3M | -27.7% | +15.2% | -42.9% | -32.4% |
| 6M | -44.4% | +7.4% | -51.8% | -47.0% |
| YTD | +31.3% | +29.0% | +2.2% | +13.7% |
| 1Y | +40.0% | +20.3% | +19.8% | +25.5% |
| 3Y | +339.2% | +99.0% | +240.2% | +189.6% |
| 5Y | +229.2% | +125.7% | +103.5% | +95.6% |
| All | +526.0% | +766.3% | -240.3% | +101.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling