+562.0%
GLW vs COST
+776.8%
-214.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.0% | +5.4% | +6.6% |
| 7D | +1.4% | +3.9% | -2.5% | -0.2% |
| 30D | -18.2% | +13.5% | -31.7% | -22.7% |
| 3M | -24.2% | +15.3% | -39.5% | -29.1% |
| 6M | -41.7% | +9.2% | -50.9% | -44.9% |
| YTD | +38.3% | +26.9% | +11.4% | +20.6% |
| 1Y | +38.2% | +19.7% | +18.5% | +23.9% |
| 3Y | +363.4% | +96.0% | +267.4% | +207.4% |
| 5Y | +254.6% | +124.0% | +130.5% | +111.0% |
| 10Y | +562.0% | +760.6% | -198.7% | +113.7% |
| All | +562.0% | +776.8% | -214.8% | +113.7% |
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