+4,542.6%
GLW vs ED
+2,217.3%
+2,325.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.3% | +7.0% | +6.1% |
| 7D | +3.8% | -0.2% | +4.0% | +3.8% |
| 30D | -1.3% | -0.1% | -1.2% | -1.4% |
| 3M | -21.8% | +3.9% | -25.7% | -23.3% |
| 6M | +6.9% | -3.0% | +9.9% | +7.0% |
| YTD | +77.2% | +10.7% | +66.5% | +69.7% |
| 1Y | +123.2% | +13.3% | +109.9% | +111.3% |
| 3Y | +400.0% | +34.5% | +365.5% | +337.8% |
| 5Y | +342.8% | +67.1% | +275.7% | +256.3% |
| 10Y | +771.4% | +103.0% | +668.3% | +550.5% |
| All | +4,542.6% | +2,217.3% | +2,325.3% | +1,279.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling