+134.7%
GLW vs COST
-6.4%
+141.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +0.9% |
| 7D | +16.9% | -2.8% | +19.7% | +14.7% |
| 30D | +7.0% | -5.3% | +12.2% | +3.5% |
| 3M | -3.0% | -6.7% | +3.7% | -5.2% |
| 6M | +31.0% | -9.9% | +40.9% | +25.9% |
| YTD | +93.4% | +5.1% | +88.3% | +97.9% |
| 1Y | +134.7% | -7.3% | +142.0% | +127.0% |
| All | +134.7% | -6.4% | +141.1% | +127.0% |
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 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