+4,542.6%
GLW vs CMS
+457.8%
+4,084.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.2% | +5.9% | +5.8% |
| 7D | +3.8% | +0.4% | +3.4% | +3.6% |
| 30D | -1.3% | -3.6% | +2.3% | 0.0% |
| 3M | -21.8% | -1.9% | -19.9% | -21.8% |
| 6M | +6.9% | -11.0% | +17.9% | +10.9% |
| YTD | +77.2% | +0.2% | +77.0% | +76.2% |
| 1Y | +123.2% | -1.3% | +124.6% | +122.8% |
| 3Y | +400.0% | +35.9% | +364.1% | +339.1% |
| 5Y | +342.8% | +23.1% | +319.7% | +298.6% |
| 10Y | +771.4% | +117.9% | +653.5% | +537.6% |
| All | +4,542.6% | +457.8% | +4,084.8% | +1,983.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling