+1,508.7%
GLW vs CSGP
+3,520.0%
-2,011.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +4.0% | -9.9% | -6.9% |
| 7D | -9.5% | +18.3% | -27.8% | -13.7% |
| 30D | -25.5% | +17.8% | -43.3% | -29.8% |
| 3M | -25.6% | +9.3% | -34.8% | -29.3% |
| 6M | -25.5% | -7.9% | -17.6% | -27.6% |
| YTD | +36.4% | -51.5% | +87.9% | +56.4% |
| 1Y | +40.6% | -53.3% | +93.9% | +62.7% |
| 3Y | +352.8% | -57.9% | +410.7% | +428.4% |
| 5Y | +267.1% | -61.3% | +328.4% | +328.0% |
| 10Y | +581.8% | +77.5% | +504.3% | +401.4% |
| All | +1,508.7% | +3,520.0% | -2,011.3% | +368.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling