+867.9%
GLW vs CAG
-35.6%
+903.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.6% |
| 7D | +16.9% | -6.6% | +23.5% | +17.8% |
| 30D | +7.0% | +2.3% | +4.7% | +6.5% |
| 3M | -3.0% | +16.3% | -19.3% | -5.7% |
| 6M | +31.0% | -16.0% | +47.0% | +34.6% |
| YTD | +93.4% | -7.7% | +101.1% | +94.8% |
| 1Y | +134.7% | -16.0% | +150.8% | +140.2% |
| 3Y | +471.8% | -37.7% | +509.5% | +513.5% |
| 5Y | +394.5% | -41.2% | +435.7% | +434.0% |
| 10Y | +867.9% | -33.8% | +901.7% | +894.8% |
| All | +867.9% | -35.6% | +903.5% | +894.8% |
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