+542.4%
GLW vs ED
+132.0%
+410.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -0.1% | +9.4% | +9.3% |
| 7D | -5.9% | -0.1% | -5.8% | -6.0% |
| 30D | -26.0% | +11.6% | -37.6% | -28.6% |
| 3M | -29.9% | +10.5% | -40.4% | -32.1% |
| 6M | -37.8% | +13.2% | -51.0% | -40.6% |
| YTD | +33.1% | +22.1% | +11.0% | +23.2% |
| 1Y | +36.8% | +24.2% | +12.7% | +25.6% |
| 3Y | +356.1% | +46.9% | +309.2% | +279.0% |
| 5Y | +243.8% | +80.8% | +163.0% | +155.6% |
| 10Y | +542.4% | +134.3% | +408.1% | +372.2% |
| All | +542.4% | +132.0% | +410.4% | +372.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 10y: compounded portfolio wealth divided by compounded ED 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…
10y analysis · Full analysis span regression · 6 months rolling