+3,388.7%
GLW vs COST
+13,709.1%
-10,320.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +1.2% | +8.1% | +8.9% |
| 7D | -5.9% | +2.5% | -8.3% | -6.8% |
| 30D | -26.0% | +12.8% | -38.8% | -29.2% |
| 3M | -29.9% | +12.7% | -42.5% | -33.1% |
| 6M | -37.8% | +6.0% | -43.8% | -40.0% |
| YTD | +33.1% | +24.4% | +8.8% | +21.1% |
| 1Y | +36.8% | +16.2% | +20.6% | +27.2% |
| 3Y | +356.1% | +96.9% | +259.2% | +248.4% |
| 5Y | +243.8% | +121.1% | +122.7% | +149.4% |
| 10Y | +542.4% | +758.4% | -216.0% | +196.0% |
| All | +3,388.7% | +13,709.1% | -10,320.3% | +596.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling