+394.5%
GLW vs CMG
-5.7%
+400.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.5% | +4.0% | +1.9% |
| 7D | +16.9% | -6.5% | +23.3% | +18.1% |
| 30D | +7.0% | +12.1% | -5.1% | +4.7% |
| 3M | -3.0% | +20.6% | -23.6% | -7.1% |
| 6M | +31.0% | +2.1% | +28.9% | +29.3% |
| YTD | +93.4% | -2.6% | +96.0% | +92.3% |
| 1Y | +134.7% | -8.7% | +143.4% | +134.9% |
| 3Y | +471.8% | -7.4% | +479.2% | +444.3% |
| 5Y | +394.5% | -5.7% | +400.1% | +351.5% |
| All | +394.5% | -5.7% | +400.2% | +351.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling