+767.2%
GLW vs CP
+220.9%
+546.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.3% | +5.4% | +5.5% |
| 7D | +3.8% | -2.7% | +6.4% | +5.4% |
| 30D | -1.3% | +0.2% | -1.5% | -1.5% |
| 3M | -21.8% | +2.6% | -24.4% | -23.5% |
| 6M | +6.9% | +6.0% | +0.9% | +2.9% |
| YTD | +77.2% | +24.9% | +52.2% | +54.6% |
| 1Y | +123.2% | +20.1% | +103.1% | +98.8% |
| 3Y | +400.0% | +16.4% | +383.6% | +340.1% |
| 5Y | +342.8% | +31.7% | +311.1% | +249.0% |
| All | +767.2% | +220.9% | +546.3% | +295.9% |
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