+833.1%
GLW vs CMI
+509.0%
+324.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -2.6% |
| 7D | +11.7% | +0.8% | +10.9% | +11.1% |
| 30D | +2.7% | -12.8% | +15.4% | +13.5% |
| 3M | -2.8% | -12.4% | +9.6% | +8.6% |
| 6M | +20.2% | -0.9% | +21.0% | +25.5% |
| YTD | +87.3% | +8.9% | +78.4% | +83.6% |
| 1Y | +119.6% | +37.7% | +81.9% | +85.0% |
| 3Y | +453.7% | +148.9% | +304.8% | +207.9% |
| 5Y | +376.1% | +164.4% | +211.7% | +147.5% |
| All | +833.1% | +509.0% | +324.1% | +196.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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