+339.2%
GLW vs ED
+50.2%
+289.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.4% | -5.7% | -3.7% |
| 7D | +7.7% | +2.1% | +5.7% | +8.7% |
| 30D | -18.8% | +10.4% | -29.2% | -15.3% |
| 3M | -27.7% | +12.5% | -40.3% | -24.2% |
| 6M | -44.4% | +14.9% | -59.4% | -41.1% |
| YTD | +31.3% | +24.8% | +6.5% | +41.4% |
| 1Y | +40.0% | +23.8% | +16.2% | +50.9% |
| 3Y | +339.2% | +51.6% | +287.6% | +348.3% |
| All | +339.2% | +50.2% | +289.1% | +348.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling