+19.8%
GLW vs CSGP
-53.9%
+73.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -1.6% | -11.3% | -13.7% |
| 7D | -19.7% | +13.9% | -33.6% | -13.9% |
| 30D | -38.8% | +16.0% | -54.8% | -32.4% |
| 3M | -33.9% | +6.1% | -40.0% | -29.5% |
| 6M | -36.0% | -8.2% | -27.8% | -31.5% |
| YTD | +18.7% | -52.3% | +71.1% | +24.2% |
| 1Y | +19.8% | -54.5% | +74.3% | +25.9% |
| All | +19.8% | -53.9% | +73.6% | +25.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling