+837.6%
GLW vs ECL
+153.2%
+684.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.4% | +8.0% | +7.8% |
| 7D | +14.0% | -0.8% | +14.8% | +14.5% |
| 30D | +0.4% | -2.5% | +2.8% | +1.5% |
| 3M | -11.3% | +8.3% | -19.7% | -16.9% |
| 6M | +35.1% | -1.1% | +36.2% | +34.0% |
| YTD | +90.5% | +6.5% | +84.0% | +80.8% |
| 1Y | +132.0% | +2.1% | +129.9% | +124.4% |
| 3Y | +463.3% | +57.6% | +405.7% | +306.7% |
| 5Y | +382.5% | +28.1% | +354.4% | +290.4% |
| 10Y | +837.6% | +153.2% | +684.4% | +358.4% |
| All | +837.6% | +153.2% | +684.5% | +358.4% |
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