+3,012.0%
GLW vs CP
+7,870.0%
-4,858.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -0.7% | -12.2% | -12.6% |
| 7D | -19.7% | +6.1% | -25.8% | -22.0% |
| 30D | -38.8% | +9.8% | -48.5% | -41.6% |
| 3M | -33.9% | +2.7% | -36.6% | -35.0% |
| 6M | -36.0% | +12.8% | -48.8% | -40.0% |
| YTD | +18.7% | +28.2% | -9.4% | +5.2% |
| 1Y | +19.8% | +34.1% | -14.4% | +3.9% |
| 3Y | +294.3% | +28.9% | +265.4% | +241.4% |
| 5Y | +205.7% | +27.1% | +178.7% | +163.0% |
| 10Y | +493.8% | +264.8% | +229.0% | +220.0% |
| All | +3,012.0% | +7,870.0% | -4,858.0% | +410.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling