+463.3%
GLW vs COST
+72.5%
+390.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.6% | +8.2% | +7.6% |
| 7D | +14.0% | -3.2% | +17.2% | +14.1% |
| 30D | +0.4% | -4.0% | +4.3% | +0.4% |
| 3M | -11.3% | -6.5% | -4.9% | -11.0% |
| 6M | +35.1% | -8.5% | +43.6% | +35.4% |
| YTD | +90.5% | +6.0% | +84.5% | +84.1% |
| 1Y | +132.0% | -5.8% | +137.8% | +131.3% |
| 3Y | +463.3% | +71.8% | +391.5% | +360.7% |
| All | +463.3% | +72.5% | +390.8% | +360.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling