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  • GLW vs EAT✓SelectedUSD · EATGLW vs EAT performance historyLatest closeAs of+7.56%09/08
Stock and ETF performance explorer

GLW vs EAT

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+837.6%
EAT return
+373.3%
Excess return
+464.4%
Maximum drawdown
-51.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioEATExcessAlpha
1D+7.6%-3.4%+10.9%+8.2%
7D+14.0%-4.9%+18.9%+15.1%
30D+0.4%-1.2%+1.6%+0.4%
3M-11.3%+52.2%-63.6%-19.1%
6M+35.1%+65.0%-30.0%+20.7%
YTD+90.5%+55.0%+35.5%+71.9%
1Y+132.0%+42.1%+90.0%+111.4%
3Y+463.3%+614.7%-151.4%+253.6%
5Y+382.5%+322.7%+59.8%+223.0%
10Y+837.6%+382.0%+455.6%+456.1%
All+837.6%+373.3%+464.4%+456.1%

Cumulative growth

Daily Returns

Daily percentage return beside EAT.

Daily Out/Under-Performance

Portfolio return minus EAT return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × EAT 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 EAT 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