+542.4%
GLW vs CME
+320.1%
+222.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -0.4% | +9.7% | +9.4% |
| 7D | -5.9% | -0.6% | -5.3% | -5.8% |
| 30D | -26.0% | +8.5% | -34.5% | -27.9% |
| 3M | -29.9% | +16.0% | -45.9% | -33.3% |
| 6M | -37.8% | +9.3% | -47.1% | -40.2% |
| YTD | +33.1% | +15.3% | +17.8% | +24.4% |
| 1Y | +36.8% | +14.4% | +22.4% | +28.0% |
| 3Y | +356.1% | +59.9% | +296.2% | +259.9% |
| 5Y | +243.8% | +69.4% | +174.4% | +158.8% |
| 10Y | +542.4% | +299.5% | +242.9% | +255.6% |
| All | +542.4% | +320.1% | +222.3% | +255.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 10y: compounded portfolio wealth divided by compounded CME 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…
10y analysis · Full analysis span regression · 6 months rolling