+493.9%
GLW vs ECL
+199.1%
+294.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.7% | +4.3% | +3.6% |
| 7D | -13.9% | -0.8% | -13.2% | -13.6% |
| 30D | -35.0% | +8.1% | -43.1% | -38.1% |
| 3M | -32.4% | +6.4% | -38.7% | -35.1% |
| 6M | -41.3% | +14.8% | -56.1% | -47.1% |
| YTD | +21.8% | +15.5% | +6.4% | +9.9% |
| 1Y | +21.8% | +20.1% | +1.7% | +7.1% |
| 3Y | +307.7% | +77.8% | +229.9% | +173.3% |
| 5Y | +213.7% | +37.9% | +175.8% | +143.3% |
| All | +493.9% | +199.1% | +294.7% | +179.3% |
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