+339.2%
GLW vs CME
+65.9%
+273.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.8% | -5.1% | -3.9% |
| 7D | +7.7% | +3.9% | +3.8% | +9.8% |
| 30D | -18.8% | +11.3% | -30.2% | -14.3% |
| 3M | -27.7% | +19.6% | -47.3% | -20.8% |
| 6M | -44.4% | +8.1% | -52.5% | -37.0% |
| YTD | +31.3% | +20.4% | +10.9% | +50.7% |
| 1Y | +40.0% | +16.5% | +23.6% | +60.3% |
| 3Y | +339.2% | +66.4% | +272.8% | +411.2% |
| All | +339.2% | +65.9% | +273.3% | +411.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling