+342.1%
GLW vs CME
+78.2%
+264.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.3% | +6.0% | +5.7% |
| 7D | +3.8% | -1.6% | +5.3% | +3.7% |
| 30D | -1.3% | +6.2% | -7.6% | -1.0% |
| 3M | -21.8% | +10.4% | -32.2% | -20.6% |
| 6M | +6.9% | -9.5% | +16.4% | +11.3% |
| YTD | +77.2% | +6.0% | +71.1% | +79.5% |
| 1Y | +123.2% | +9.3% | +114.0% | +124.5% |
| 3Y | +400.0% | +57.7% | +342.3% | +347.4% |
| All | +342.1% | +78.2% | +264.0% | +249.4% |
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