-41.7%
GLW vs COST
+8.5%
-50.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.0% | +5.4% | +10.2% |
| 7D | +1.4% | +3.9% | -2.5% | +7.3% |
| 30D | -18.2% | +13.5% | -31.7% | -0.6% |
| 3M | -24.2% | +15.3% | -39.5% | -5.6% |
| 6M | -41.7% | +9.2% | -50.9% | -28.1% |
| All | -41.7% | +8.5% | -50.2% | -28.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling