+232.7%
GLW vs ECL
+38.6%
+194.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.6% | -5.9% | -4.9% |
| 7D | +7.7% | +2.9% | +4.9% | +6.6% |
| 30D | -18.8% | +7.5% | -26.3% | -21.2% |
| 3M | -27.7% | +12.2% | -40.0% | -31.2% |
| 6M | -44.4% | +24.6% | -69.0% | -50.2% |
| YTD | +31.3% | +18.8% | +12.5% | +20.8% |
| 1Y | +40.0% | +19.3% | +20.7% | +28.5% |
| 3Y | +339.2% | +78.2% | +261.0% | +229.8% |
| All | +232.7% | +38.6% | +194.1% | +169.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling