+3,093.2%
GLW vs ECL
+14,051.7%
-10,958.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.7% | +4.3% | +3.4% |
| 7D | -13.9% | -0.8% | -13.2% | -13.6% |
| 30D | -35.0% | +8.1% | -43.1% | -37.6% |
| 3M | -32.4% | +6.4% | -38.7% | -34.7% |
| 6M | -41.3% | +14.8% | -56.1% | -46.1% |
| YTD | +21.8% | +15.5% | +6.4% | +11.9% |
| 1Y | +21.8% | +20.1% | +1.7% | +9.6% |
| 3Y | +307.7% | +77.8% | +229.9% | +197.1% |
| 5Y | +213.7% | +37.9% | +175.8% | +153.9% |
| 10Y | +509.3% | +202.7% | +306.6% | +238.0% |
| All | +3,093.2% | +14,051.7% | -10,958.5% | +486.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling