+463.3%
GLW vs CME
+52.8%
+410.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -1.1% | +8.6% | +7.1% |
| 7D | +14.0% | -2.9% | +16.9% | +12.7% |
| 30D | +0.4% | +5.5% | -5.2% | +2.8% |
| 3M | -11.3% | +11.0% | -22.3% | -4.8% |
| 6M | +35.1% | -9.7% | +44.8% | +41.6% |
| YTD | +90.5% | +4.9% | +85.7% | +102.8% |
| 1Y | +132.0% | +10.1% | +121.9% | +148.2% |
| 3Y | +463.3% | +53.5% | +409.8% | +503.6% |
| All | +463.3% | +52.8% | +410.5% | +503.6% |
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 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