+3,495.5%
GLW vs ECL
+14,227.3%
-10,731.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.2% |
| 7D | +15.5% | -0.5% | +16.0% | +15.9% |
| 30D | -19.6% | +6.6% | -26.1% | -22.1% |
| 3M | -28.5% | +9.6% | -38.1% | -31.9% |
| 6M | -39.5% | +21.6% | -61.1% | -45.9% |
| YTD | +37.2% | +16.9% | +20.3% | +25.4% |
| 1Y | +35.4% | +17.9% | +17.5% | +23.1% |
| 3Y | +359.7% | +76.5% | +283.2% | +236.6% |
| 5Y | +244.0% | +36.6% | +207.4% | +180.0% |
| 10Y | +556.7% | +193.2% | +363.5% | +269.9% |
| All | +3,495.5% | +14,227.3% | -10,731.7% | +557.0% |
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