+851.8%
GLW vs CMG
+327.5%
+524.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +2.0% |
| 7D | +7.8% | -2.1% | +9.9% | +8.3% |
| 30D | -0.4% | +10.9% | -11.3% | -2.7% |
| 3M | -5.6% | +15.8% | -21.4% | -9.2% |
| 6M | +26.7% | +6.9% | +19.8% | +23.4% |
| YTD | +91.0% | -2.2% | +93.2% | +89.2% |
| 1Y | +122.4% | -7.1% | +129.5% | +121.0% |
| 3Y | +471.0% | -7.1% | +478.1% | +452.9% |
| 5Y | +385.6% | -4.8% | +390.4% | +355.4% |
| All | +851.8% | +327.5% | +524.3% | +566.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 10y: compounded portfolio wealth divided by compounded CMG 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…
10y analysis · Full analysis span regression · 6 months rolling