+554.2%
GLW vs ECL
+192.9%
+361.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.1% |
| 7D | +15.5% | -0.5% | +16.0% | +15.9% |
| 30D | -19.6% | +6.6% | -26.1% | -22.6% |
| 3M | -28.5% | +9.6% | -38.1% | -32.5% |
| 6M | -39.5% | +21.6% | -61.1% | -47.2% |
| YTD | +37.2% | +16.9% | +20.3% | +23.0% |
| 1Y | +35.4% | +17.9% | +17.5% | +20.6% |
| 3Y | +359.7% | +76.5% | +283.2% | +210.1% |
| 5Y | +244.0% | +36.6% | +207.4% | +169.3% |
| All | +554.2% | +192.9% | +361.3% | +200.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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