+410.2%
GLW vs ED
+34.8%
+375.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.3% | +7.0% | +5.3% |
| 7D | +3.8% | -0.2% | +4.0% | +3.7% |
| 30D | -1.3% | -0.1% | -1.2% | -1.4% |
| 3M | -21.8% | +3.9% | -25.7% | -20.9% |
| 6M | +6.9% | -3.0% | +9.9% | +6.9% |
| YTD | +77.2% | +10.7% | +66.5% | +80.8% |
| 1Y | +123.2% | +13.3% | +109.9% | +128.8% |
| All | +410.2% | +34.8% | +375.4% | +398.3% |
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