+3,093.2%
GLW vs EAT
+10,438.3%
-7,345.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.9% | +5.5% | +3.2% |
| 7D | -13.9% | -2.6% | -11.3% | -13.5% |
| 30D | -35.0% | +11.5% | -46.5% | -36.7% |
| 3M | -32.4% | -9.1% | -23.2% | -31.5% |
| 6M | -41.3% | +40.4% | -81.8% | -46.4% |
| YTD | +21.8% | +43.9% | -22.1% | +10.1% |
| 1Y | +21.8% | +101.9% | -80.1% | +1.9% |
| 3Y | +307.7% | +489.9% | -182.2% | +157.2% |
| 5Y | +213.7% | +362.6% | -148.9% | +99.7% |
| 10Y | +509.3% | +385.7% | +123.6% | +228.1% |
| All | +3,093.2% | +10,438.3% | -7,345.0% | +610.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling