+254.6%
GLW vs CP
+25.9%
+228.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | 0.0% | +7.5% | +7.4% |
| 7D | +1.4% | -0.7% | +2.1% | +1.8% |
| 30D | -18.2% | +9.6% | -27.8% | -21.7% |
| 3M | -24.2% | +2.2% | -26.4% | -25.2% |
| 6M | -41.7% | +11.1% | -52.8% | -45.0% |
| YTD | +38.3% | +28.2% | +10.1% | +22.8% |
| 1Y | +38.2% | +32.2% | +6.0% | +21.1% |
| 3Y | +363.4% | +35.5% | +327.9% | +287.4% |
| 5Y | +254.6% | +26.8% | +227.8% | +199.1% |
| All | +254.6% | +25.9% | +228.6% | +199.1% |
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