+4,109.4%
GLW vs CME
+8,169.9%
-4,060.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.8% |
| 7D | -13.9% | +0.9% | -14.8% | -14.2% |
| 30D | -35.0% | +13.2% | -48.2% | -38.1% |
| 3M | -32.4% | +16.3% | -48.6% | -36.5% |
| 6M | -41.3% | +7.1% | -48.5% | -44.3% |
| YTD | +21.8% | +15.8% | +6.0% | +11.7% |
| 1Y | +21.8% | +17.1% | +4.8% | +11.0% |
| 3Y | +307.7% | +63.2% | +244.5% | +219.2% |
| 5Y | +213.7% | +70.2% | +143.5% | +138.1% |
| 10Y | +509.3% | +337.0% | +172.3% | +210.6% |
| All | +4,109.4% | +8,169.9% | -4,060.5% | +388.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling