+32.1%
GLW vs CP
+33.1%
-1.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +2.0% | +7.2% | +8.5% |
| 7D | -5.9% | +2.8% | -8.7% | -6.8% |
| 30D | -26.0% | +11.3% | -37.3% | -29.6% |
| 3M | -29.9% | +2.9% | -32.7% | -30.6% |
| 6M | -37.8% | +9.8% | -47.5% | -41.7% |
| YTD | +33.1% | +28.5% | +4.6% | +18.1% |
| All | +32.1% | +33.1% | -1.0% | +14.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling