+410.2%
GLW vs CSGP
-61.9%
+472.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.4% | +8.1% | +5.4% |
| 7D | +3.8% | -4.1% | +7.8% | +3.3% |
| 30D | -1.3% | +2.3% | -3.7% | -0.9% |
| 3M | -21.8% | -8.2% | -13.6% | -20.6% |
| 6M | +6.9% | -35.1% | +42.0% | +12.7% |
| YTD | +77.2% | -54.0% | +131.2% | +98.7% |
| 1Y | +123.2% | -65.3% | +188.6% | +168.2% |
| All | +410.2% | -61.9% | +472.1% | +497.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling