+521.8%
GLW vs CMS
+134.3%
+387.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.3% | -3.6% | -3.4% |
| 7D | -11.1% | +0.5% | -11.6% | -11.3% |
| 30D | -28.4% | +7.4% | -35.9% | -30.7% |
| 3M | -28.8% | +1.9% | -30.7% | -29.5% |
| 6M | -39.8% | -2.3% | -37.5% | -39.8% |
| YTD | +28.7% | +3.0% | +25.8% | +26.0% |
| 1Y | +27.7% | -2.8% | +30.5% | +28.0% |
| 3Y | +331.3% | +37.9% | +293.4% | +260.6% |
| 5Y | +233.4% | +34.0% | +199.5% | +176.8% |
| 10Y | +521.8% | +138.1% | +383.6% | +384.2% |
| All | +521.8% | +134.3% | +387.4% | +384.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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