+562.0%
GLW vs CME
+297.2%
+264.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.2% | +5.2% | +6.8% |
| 7D | +1.4% | +2.5% | -1.0% | +0.7% |
| 30D | -18.2% | +13.9% | -32.1% | -21.4% |
| 3M | -24.2% | +22.4% | -46.6% | -29.0% |
| 6M | -41.7% | +12.9% | -54.6% | -44.5% |
| YTD | +38.3% | +19.6% | +18.7% | +27.9% |
| 1Y | +38.2% | +17.7% | +20.5% | +28.4% |
| 3Y | +363.4% | +65.3% | +298.1% | +262.0% |
| 5Y | +254.6% | +75.1% | +179.4% | +164.2% |
| 10Y | +562.0% | +305.8% | +256.2% | +248.2% |
| All | +562.0% | +297.2% | +264.7% | +248.2% |
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