+421.2%
GLW vs CAG
-36.4%
+457.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.9% | +6.6% | +5.5% |
| 7D | +3.8% | -3.8% | +7.6% | +3.2% |
| 30D | -1.3% | +3.1% | -4.5% | -0.9% |
| 3M | -21.8% | +23.5% | -45.3% | -19.8% |
| 6M | +6.9% | -14.8% | +21.7% | +9.9% |
| YTD | +77.2% | -5.4% | +82.6% | +81.9% |
| 1Y | +123.2% | -11.8% | +135.0% | +129.6% |
| All | +421.2% | -36.4% | +457.6% | +433.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling