+526.0%
GLW vs CP
+257.3%
+268.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.8% | -4.0% |
| 7D | +7.7% | +2.1% | +5.6% | +6.5% |
| 30D | -18.8% | +9.3% | -28.2% | -23.2% |
| 3M | -27.7% | +0.5% | -28.2% | -28.4% |
| 6M | -44.4% | +10.4% | -54.9% | -48.2% |
| YTD | +31.3% | +28.7% | +2.6% | +11.8% |
| 1Y | +40.0% | +33.2% | +6.9% | +16.9% |
| 3Y | +339.2% | +38.4% | +300.8% | +244.5% |
| 5Y | +229.2% | +26.2% | +203.0% | +166.4% |
| All | +526.0% | +257.3% | +268.6% | +166.7% |
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