+3,093.2%
GLW vs CAG
+602.0%
+2,491.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.7% | +4.4% | +3.0% |
| 7D | -13.9% | +5.8% | -19.7% | -15.2% |
| 30D | -35.0% | +16.4% | -51.3% | -37.6% |
| 3M | -32.4% | +3.8% | -36.2% | -33.5% |
| 6M | -41.3% | +10.8% | -52.2% | -43.9% |
| YTD | +21.8% | -5.8% | +27.7% | +20.6% |
| 1Y | +21.8% | -2.4% | +24.2% | +19.4% |
| 3Y | +307.7% | -33.4% | +341.1% | +331.5% |
| 5Y | +213.7% | -39.4% | +253.2% | +237.4% |
| 10Y | +509.3% | -37.5% | +546.7% | +522.2% |
| All | +3,093.2% | +602.0% | +2,491.3% | +1,303.0% |
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