+232.7%
GLW vs CME
+74.8%
+158.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.8% | -5.1% | -4.2% |
| 7D | +7.7% | +3.9% | +3.8% | +8.2% |
| 30D | -18.8% | +11.3% | -30.2% | -17.8% |
| 3M | -27.7% | +19.6% | -47.3% | -26.3% |
| 6M | -44.4% | +8.1% | -52.5% | -41.5% |
| YTD | +31.3% | +20.4% | +10.9% | +35.4% |
| 1Y | +40.0% | +16.5% | +23.6% | +45.2% |
| 3Y | +339.2% | +66.4% | +272.8% | +312.7% |
| All | +232.7% | +74.8% | +158.0% | +196.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling