+4,542.6%
GLW vs ECL
+13,009.7%
-8,467.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.1% | +5.6% | +5.6% |
| 7D | +3.8% | -2.6% | +6.4% | +5.1% |
| 30D | -1.3% | -2.2% | +0.8% | -0.5% |
| 3M | -21.8% | +10.1% | -31.9% | -26.5% |
| 6M | +6.9% | -5.7% | +12.6% | +9.0% |
| YTD | +77.2% | +7.0% | +70.2% | +69.5% |
| 1Y | +123.2% | +2.7% | +120.6% | +116.8% |
| 3Y | +400.0% | +57.7% | +342.3% | +287.4% |
| 5Y | +342.8% | +31.1% | +311.7% | +267.6% |
| 10Y | +771.4% | +150.9% | +620.5% | +429.9% |
| All | +4,542.6% | +13,009.7% | -8,467.1% | +788.4% |
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