+554.2%
GLW vs CAG
-38.0%
+592.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.6% |
| 7D | +15.5% | -6.2% | +21.7% | +16.2% |
| 30D | -19.6% | +7.4% | -27.0% | -20.5% |
| 3M | -28.5% | -1.6% | -26.9% | -28.7% |
| 6M | -39.5% | +6.3% | -45.8% | -40.7% |
| YTD | +37.2% | -10.1% | +47.3% | +38.2% |
| 1Y | +35.4% | -10.2% | +45.7% | +36.3% |
| 3Y | +359.7% | -37.3% | +397.0% | +390.2% |
| 5Y | +244.0% | -41.6% | +285.6% | +270.4% |
| All | +554.2% | -38.0% | +592.2% | +566.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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