+478.8%
GLW vs CSGP
+71.3%
+407.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -1.6% | -11.3% | -12.6% |
| 7D | -19.7% | +13.9% | -33.6% | -21.9% |
| 30D | -38.8% | +16.0% | -54.8% | -41.4% |
| 3M | -33.9% | +6.1% | -40.0% | -36.1% |
| 6M | -36.0% | -8.2% | -27.8% | -36.9% |
| YTD | +18.7% | -52.3% | +71.1% | +43.1% |
| 1Y | +19.8% | -54.5% | +74.3% | +46.5% |
| 3Y | +294.3% | -58.6% | +352.9% | +382.3% |
| 5Y | +205.7% | -61.5% | +267.2% | +272.8% |
| All | +478.8% | +71.3% | +407.4% | +276.0% |
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