+382.5%
GLW vs CAG
-40.6%
+423.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -1.4% | +9.0% | +7.5% |
| 7D | +14.0% | -5.3% | +19.3% | +13.9% |
| 30D | +0.4% | +1.0% | -0.6% | +0.3% |
| 3M | -11.3% | +17.4% | -28.7% | -11.7% |
| 6M | +35.1% | -16.8% | +51.9% | +39.4% |
| YTD | +90.5% | -6.8% | +97.3% | +93.8% |
| 1Y | +132.0% | -15.4% | +147.4% | +138.8% |
| 3Y | +463.3% | -37.1% | +500.4% | +498.3% |
| 5Y | +382.5% | -41.3% | +423.8% | +407.8% |
| All | +382.5% | -40.6% | +423.1% | +407.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling