+521.8%
GLW vs CAG
-38.9%
+560.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -3.2% |
| 7D | -11.1% | +6.6% | -17.7% | -11.7% |
| 30D | -28.4% | +13.9% | -42.3% | -29.6% |
| 3M | -28.8% | +4.0% | -32.8% | -29.4% |
| 6M | -39.8% | +10.0% | -49.8% | -41.1% |
| YTD | +28.7% | -6.1% | +34.9% | +29.2% |
| 1Y | +27.7% | -4.3% | +32.0% | +27.6% |
| 3Y | +331.3% | -34.6% | +365.9% | +358.3% |
| 5Y | +233.4% | -39.4% | +272.9% | +258.3% |
| 10Y | +521.8% | -34.2% | +555.9% | +525.5% |
| All | +521.8% | -38.9% | +560.6% | +525.5% |
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