+35.4%
GLW vs ECL
+17.4%
+18.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.6% |
| 7D | +15.5% | -0.5% | +16.0% | +15.6% |
| 30D | -19.6% | +6.6% | -26.1% | -19.9% |
| 3M | -28.5% | +9.6% | -38.1% | -29.2% |
| 6M | -39.5% | +21.6% | -61.1% | -44.8% |
| YTD | +37.2% | +16.9% | +20.3% | +35.2% |
| 1Y | +35.4% | +17.9% | +17.5% | +33.2% |
| All | +35.4% | +17.4% | +18.0% | +33.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling