+493.9%
GLW vs CMS
+125.4%
+368.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.1% | +4.7% | +3.4% |
| 7D | -13.9% | -1.3% | -12.6% | -13.5% |
| 30D | -35.0% | +6.3% | -41.3% | -36.9% |
| 3M | -32.4% | -2.1% | -30.3% | -32.0% |
| 6M | -41.3% | -5.1% | -36.3% | -40.7% |
| YTD | +21.8% | +1.3% | +20.6% | +20.0% |
| 1Y | +21.8% | -1.4% | +23.2% | +21.2% |
| 3Y | +307.7% | +36.9% | +270.7% | +241.7% |
| 5Y | +213.7% | +32.5% | +181.2% | +161.5% |
| All | +493.9% | +125.4% | +368.4% | +369.5% |
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