+493.9%
GLW vs CSGP
+63.3%
+430.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.7% | +7.3% | +3.5% |
| 7D | -13.9% | +1.3% | -15.2% | -14.3% |
| 30D | -35.0% | +10.7% | -45.7% | -37.2% |
| 3M | -32.4% | +3.3% | -35.6% | -34.4% |
| 6M | -41.3% | -10.3% | -31.0% | -42.1% |
| YTD | +21.8% | -54.6% | +76.4% | +48.1% |
| 1Y | +21.8% | -54.6% | +76.5% | +47.9% |
| 3Y | +307.7% | -60.3% | +368.0% | +402.2% |
| 5Y | +213.7% | -63.3% | +277.0% | +285.9% |
| All | +493.9% | +63.3% | +430.6% | +289.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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