+542.4%
GLW vs ECL
+205.6%
+336.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +2.0% | +7.2% | +8.1% |
| 7D | -5.9% | -0.5% | -5.4% | -5.5% |
| 30D | -26.0% | +8.8% | -34.8% | -29.7% |
| 3M | -29.9% | +7.8% | -37.7% | -33.3% |
| 6M | -37.8% | +21.3% | -59.1% | -45.6% |
| YTD | +33.1% | +17.8% | +15.3% | +18.8% |
| 1Y | +36.8% | +21.1% | +15.8% | +19.9% |
| 3Y | +356.1% | +80.1% | +276.0% | +203.9% |
| 5Y | +243.8% | +40.5% | +203.3% | +164.1% |
| 10Y | +542.4% | +197.7% | +344.6% | +195.7% |
| All | +542.4% | +205.6% | +336.8% | +195.7% |
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