+626.7%
GLW vs CMG
+3,807.8%
-3,181.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.0% | +3.2% | +0.2% |
| 7D | +15.5% | -0.6% | +16.2% | +15.8% |
| 30D | -19.6% | +15.9% | -35.4% | -22.6% |
| 3M | -28.5% | +7.8% | -36.2% | -30.4% |
| 6M | -39.5% | +7.7% | -47.2% | -41.9% |
| YTD | +37.2% | -4.9% | +42.1% | +35.4% |
| 1Y | +35.4% | +12.3% | +23.1% | +27.9% |
| 3Y | +359.7% | -17.1% | +376.8% | +354.5% |
| 5Y | +244.0% | -5.6% | +249.6% | +221.4% |
| 10Y | +556.7% | +342.9% | +213.8% | +287.9% |
| All | +626.7% | +3,807.8% | -3,181.1% | +94.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling