-41.3%
GLW vs CME
+8.1%
-49.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.1% |
| 7D | -13.9% | +0.9% | -14.8% | -12.9% |
| 30D | -35.0% | +13.2% | -48.2% | -23.7% |
| 3M | -32.4% | +16.3% | -48.6% | -17.2% |
| 6M | -41.3% | +7.1% | -48.5% | -18.9% |
| All | -41.3% | +8.1% | -49.4% | -18.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling