+4,542.6%
GLW vs CAG
+604.9%
+3,937.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.9% | +6.6% | +5.9% |
| 7D | +3.8% | -3.8% | +7.6% | +4.6% |
| 30D | -1.3% | +3.1% | -4.5% | -2.2% |
| 3M | -21.8% | +23.5% | -45.3% | -26.4% |
| 6M | +6.9% | -14.8% | +21.7% | +9.6% |
| YTD | +77.2% | -5.4% | +82.6% | +76.6% |
| 1Y | +123.2% | -11.8% | +135.0% | +125.5% |
| 3Y | +400.0% | -36.7% | +436.6% | +440.0% |
| 5Y | +342.8% | -40.3% | +383.1% | +381.5% |
| 10Y | +771.4% | -37.0% | +808.4% | +793.7% |
| All | +4,542.6% | +604.9% | +3,937.7% | +1,953.5% |
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