+40.0%
GLW vs COST
+21.4%
+18.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.3% | -5.6% | -3.3% |
| 7D | +7.7% | +5.0% | +2.7% | +11.9% |
| 30D | -18.8% | +12.8% | -31.7% | -10.2% |
| 3M | -27.7% | +15.2% | -42.9% | -18.3% |
| 6M | -44.4% | +7.4% | -51.8% | -37.2% |
| YTD | +31.3% | +29.0% | +2.2% | +54.8% |
| 1Y | +40.0% | +20.3% | +19.8% | +61.1% |
| All | +40.0% | +21.4% | +18.6% | +61.1% |
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