+212.6%
GLW vs ED
+80.7%
+132.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.4% | +5.0% | +2.5% |
| 7D | -13.9% | +1.6% | -15.6% | -13.9% |
| 30D | -35.0% | +13.3% | -48.3% | -34.9% |
| 3M | -32.4% | +9.7% | -42.1% | -32.2% |
| 6M | -41.3% | +12.8% | -54.1% | -41.4% |
| YTD | +21.8% | +22.3% | -0.5% | +20.3% |
| 1Y | +21.8% | +26.3% | -4.4% | +19.7% |
| 3Y | +307.7% | +45.0% | +262.6% | +274.7% |
| All | +212.6% | +80.7% | +132.0% | +159.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling