+307.7%
GLW vs CP
+26.5%
+281.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.7% | +4.3% | +3.2% |
| 7D | -13.9% | +2.8% | -16.7% | -14.8% |
| 30D | -35.0% | +10.2% | -45.2% | -37.5% |
| 3M | -32.4% | +2.4% | -34.7% | -33.1% |
| 6M | -41.3% | +7.7% | -49.0% | -43.6% |
| YTD | +21.8% | +26.0% | -4.1% | +11.2% |
| 1Y | +21.8% | +34.6% | -12.8% | +8.8% |
| 3Y | +307.7% | +26.7% | +281.0% | +257.7% |
| All | +307.7% | +26.5% | +281.2% | +257.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling