+38.2%
GLW vs COST
+19.4%
+18.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.0% | +5.4% | +9.0% |
| 7D | +1.4% | +3.9% | -2.5% | +4.8% |
| 30D | -18.2% | +13.5% | -31.7% | -8.9% |
| 3M | -24.2% | +15.3% | -39.5% | -14.1% |
| 6M | -41.7% | +9.2% | -50.9% | -34.8% |
| YTD | +38.3% | +26.9% | +11.4% | +64.1% |
| 1Y | +38.2% | +19.7% | +18.5% | +57.1% |
| All | +38.2% | +19.4% | +18.8% | +57.1% |
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