+212.6%
GLW vs CP
+24.4%
+188.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.7% | +4.3% | +3.3% |
| 7D | -13.9% | +2.8% | -16.7% | -15.0% |
| 30D | -35.0% | +10.2% | -45.2% | -38.0% |
| 3M | -32.4% | +2.4% | -34.7% | -33.4% |
| 6M | -41.3% | +7.7% | -49.0% | -43.9% |
| YTD | +21.8% | +26.0% | -4.1% | +9.0% |
| 1Y | +21.8% | +34.6% | -12.8% | +5.8% |
| 3Y | +307.7% | +26.7% | +281.0% | +252.1% |
| All | +212.6% | +24.4% | +188.3% | +165.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling