+521.8%
GLW vs CP
+255.2%
+266.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -3.0% | -3.1% |
| 7D | -11.1% | +2.8% | -13.9% | -12.6% |
| 30D | -28.4% | +11.0% | -39.5% | -33.0% |
| 3M | -28.8% | +3.8% | -32.6% | -30.8% |
| 6M | -39.8% | +9.5% | -49.3% | -43.7% |
| YTD | +28.7% | +28.2% | +0.5% | +9.9% |
| 1Y | +27.7% | +33.0% | -5.2% | +6.8% |
| 3Y | +331.3% | +35.5% | +295.8% | +242.9% |
| 5Y | +233.4% | +25.8% | +207.7% | +170.4% |
| 10Y | +521.8% | +250.7% | +271.0% | +169.5% |
| All | +521.8% | +255.2% | +266.6% | +169.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling