+526.0%
GLW vs CMI
+320.3%
+205.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.7% | -3.6% | -3.8% |
| 7D | +7.7% | +0.5% | +7.3% | +7.7% |
| 30D | -18.8% | -14.0% | -4.8% | -8.7% |
| 3M | -27.7% | -28.1% | +0.4% | -6.9% |
| 6M | -44.4% | -35.8% | -8.6% | -21.4% |
| YTD | +31.3% | -10.5% | +41.8% | +50.0% |
| 1Y | +40.0% | -1.9% | +41.9% | +50.8% |
| 3Y | +339.2% | +121.0% | +218.2% | +169.1% |
| 5Y | +229.2% | +114.6% | +114.6% | +100.5% |
| All | +526.0% | +320.3% | +205.7% | +140.7% |
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