+307.7%
GLW vs CME
+66.3%
+241.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.4% |
| 7D | -13.9% | +0.9% | -14.8% | -13.5% |
| 30D | -35.0% | +13.2% | -48.2% | -30.8% |
| 3M | -32.4% | +16.3% | -48.6% | -26.9% |
| 6M | -41.3% | +7.1% | -48.5% | -34.5% |
| YTD | +21.8% | +15.8% | +6.0% | +37.3% |
| 1Y | +21.8% | +17.1% | +4.8% | +37.5% |
| 3Y | +307.7% | +63.2% | +244.5% | +367.8% |
| All | +307.7% | +66.3% | +241.3% | +367.8% |
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