+212.6%
GLW vs CSGP
-63.4%
+276.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.7% | +7.3% | +2.7% |
| 7D | -13.9% | +1.3% | -15.2% | -14.0% |
| 30D | -35.0% | +10.7% | -45.7% | -35.4% |
| 3M | -32.4% | +3.3% | -35.6% | -32.8% |
| 6M | -41.3% | -10.3% | -31.0% | -41.0% |
| YTD | +21.8% | -54.6% | +76.4% | +41.7% |
| 1Y | +21.8% | -54.6% | +76.5% | +41.5% |
| 3Y | +307.7% | -60.3% | +368.0% | +379.6% |
| All | +212.6% | -63.4% | +276.0% | +264.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling