+104.0%
GLW vs CRL
+1,630.9%
-1,526.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +7.8% | -5.2% | +0.2% |
| 7D | -13.9% | -6.1% | -7.8% | -12.2% |
| 30D | -35.0% | +12.4% | -47.4% | -37.3% |
| 3M | -32.4% | +27.1% | -59.5% | -37.5% |
| 6M | -41.3% | +85.7% | -127.1% | -52.5% |
| YTD | +21.8% | +69.2% | -47.4% | +0.2% |
| 1Y | +21.8% | +97.5% | -75.7% | -4.7% |
| 3Y | +307.7% | +86.1% | +221.6% | +203.2% |
| 5Y | +213.7% | -10.0% | +223.8% | +187.2% |
| 10Y | +509.3% | +395.0% | +114.3% | +207.3% |
| All | +104.0% | +1,630.9% | -1,526.9% | -14.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling