+542.4%
GLW vs CMS
+127.7%
+414.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +0.5% | +8.7% | +9.0% |
| 7D | -5.9% | -0.9% | -5.0% | -5.6% |
| 30D | -26.0% | +7.1% | -33.1% | -28.3% |
| 3M | -29.9% | -1.3% | -28.6% | -29.7% |
| 6M | -37.8% | -2.7% | -35.1% | -37.7% |
| YTD | +33.1% | +2.6% | +30.5% | +30.4% |
| 1Y | +36.8% | -2.0% | +38.8% | +36.6% |
| 3Y | +356.1% | +39.6% | +316.5% | +279.0% |
| 5Y | +243.8% | +35.3% | +208.5% | +183.8% |
| 10Y | +542.4% | +132.3% | +410.1% | +402.1% |
| All | +542.4% | +127.7% | +414.7% | +402.1% |
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