+554.2%
GLW vs EAT
+319.3%
+234.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.5% |
| 7D | +15.5% | -7.1% | +22.6% | +17.2% |
| 30D | -19.6% | -2.3% | -17.2% | -19.4% |
| 3M | -28.5% | -19.6% | -8.9% | -25.8% |
| 6M | -39.5% | +46.0% | -85.5% | -44.7% |
| YTD | +37.2% | +37.7% | -0.5% | +26.2% |
| 1Y | +35.4% | +73.8% | -38.4% | +18.5% |
| 3Y | +359.7% | +482.1% | -122.4% | +200.3% |
| 5Y | +244.0% | +362.5% | -118.5% | +125.8% |
| All | +554.2% | +319.3% | +234.9% | +292.2% |
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