+838.3%
GLW vs CMG
+4,006.7%
-3,168.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.6% | +7.3% | +6.1% |
| 7D | +3.8% | -2.8% | +6.6% | +4.4% |
| 30D | -1.3% | +7.1% | -8.5% | -3.2% |
| 3M | -21.8% | +31.2% | -53.0% | -27.7% |
| 6M | +6.9% | +0.7% | +6.2% | +5.2% |
| YTD | +77.2% | -0.1% | +77.3% | +74.0% |
| 1Y | +123.2% | -10.7% | +134.0% | +123.4% |
| 3Y | +400.0% | -4.7% | +404.7% | +379.9% |
| 5Y | +342.8% | -3.8% | +346.6% | +314.6% |
| 10Y | +771.4% | +352.5% | +418.9% | +414.0% |
| All | +838.3% | +4,006.7% | -3,168.3% | +149.8% |
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