+27.7%
GLW vs CP
+32.8%
-5.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -3.0% | -3.2% |
| 7D | -11.1% | +2.8% | -13.9% | -12.0% |
| 30D | -28.4% | +11.0% | -39.5% | -31.9% |
| 3M | -28.8% | +3.8% | -32.6% | -29.9% |
| 6M | -39.8% | +9.5% | -49.3% | -43.6% |
| YTD | +28.7% | +28.2% | +0.5% | +14.4% |
| 1Y | +27.7% | +33.0% | -5.2% | +10.6% |
| All | +27.7% | +32.8% | -5.0% | +10.6% |
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