+3,388.7%
GLW vs CAG
+604.3%
+2,784.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +0.3% | +8.9% | +9.2% |
| 7D | -5.9% | +4.6% | -10.5% | -7.0% |
| 30D | -26.0% | +14.7% | -40.7% | -28.6% |
| 3M | -29.9% | +2.4% | -32.2% | -30.9% |
| 6M | -37.8% | +10.7% | -48.5% | -40.4% |
| YTD | +33.1% | -5.5% | +38.6% | +31.7% |
| 1Y | +36.8% | -4.6% | +41.4% | +34.9% |
| 3Y | +356.1% | -34.4% | +390.5% | +384.8% |
| 5Y | +243.8% | -39.2% | +283.0% | +269.4% |
| 10Y | +542.4% | -39.0% | +581.3% | +560.4% |
| All | +3,388.7% | +604.3% | +2,784.4% | +1,431.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling