+595.4%
GLW vs CMG
+3,820.0%
-3,224.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.3% | -4.6% | -4.4% |
| 7D | +7.7% | +2.5% | +5.3% | +7.2% |
| 30D | -18.8% | +15.6% | -34.4% | -21.8% |
| 3M | -27.7% | +8.2% | -35.9% | -29.7% |
| 6M | -44.4% | +9.9% | -54.3% | -46.9% |
| YTD | +31.3% | -4.6% | +35.9% | +29.5% |
| 1Y | +40.0% | +12.4% | +27.6% | +32.2% |
| 3Y | +339.2% | -18.0% | +357.2% | +335.6% |
| 5Y | +229.2% | -5.3% | +234.5% | +207.3% |
| 10Y | +528.4% | +344.2% | +184.1% | +270.9% |
| All | +595.4% | +3,820.0% | -3,224.6% | +85.9% |
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