+837.6%
GLW vs CRL
+241.6%
+596.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -2.7% | +10.2% | +8.4% |
| 7D | +14.0% | -0.6% | +14.6% | +14.1% |
| 30D | +0.4% | +5.0% | -4.6% | -1.4% |
| 3M | -11.3% | +50.6% | -61.9% | -22.8% |
| 6M | +35.1% | +60.9% | -25.9% | +13.4% |
| YTD | +90.5% | +40.7% | +49.8% | +65.8% |
| 1Y | +132.0% | +73.3% | +58.7% | +86.4% |
| 3Y | +463.3% | +40.6% | +422.8% | +353.3% |
| 5Y | +382.5% | -37.0% | +419.5% | +431.1% |
| 10Y | +837.6% | +244.3% | +593.4% | +348.5% |
| All | +837.6% | +241.6% | +596.0% | +348.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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