+393.3%
GLW vs CRBG
+118.1%
+275.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | +0.4% | -14.1% | -13.8% |
| 7D | -6.9% | +1.0% | -7.9% | -7.2% |
| 30D | -13.3% | +1.0% | -14.3% | -13.7% |
| 3M | -19.7% | +22.1% | -41.8% | -24.6% |
| 6M | +11.6% | +51.0% | -39.4% | -2.3% |
| YTD | +64.9% | +17.6% | +47.3% | +54.8% |
| 1Y | +88.0% | +8.0% | +80.1% | +81.1% |
| 3Y | +385.7% | +118.0% | +267.7% | +276.8% |
| All | +393.3% | +118.1% | +275.2% | +281.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 10y: compounded portfolio wealth divided by compounded CRBG 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…
10y analysis · Full analysis span regression · 6 months rolling