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  • GLW vs EIX✓SelectedUSD · EIXGLW vs EIX performance historyLatest closeAs of+9.25%11/09
Stock and ETF performance explorer

GLW vs EIX

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+542.4%
EIX return
+30.9%
Excess return
+511.4%
Maximum drawdown
-59.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioEIXExcessAlpha
1D+9.3%+1.3%+8.0%+8.8%
7D-5.9%+0.7%-6.6%-6.1%
30D-26.0%+8.8%-34.7%-28.1%
3M-29.9%-10.9%-19.0%-28.6%
6M-37.8%-10.3%-27.5%-37.3%
YTD+33.1%+5.8%+27.3%+26.2%
1Y+36.8%+11.4%+25.5%+27.1%
3Y+356.1%+11.1%+345.0%+310.2%
5Y+243.8%+18.5%+225.3%+196.6%
10Y+542.4%+32.2%+510.2%+398.7%
All+542.4%+30.9%+511.4%+398.7%

Cumulative growth

Daily Returns

Daily percentage return beside EIX.

Daily Out/Under-Performance

Portfolio return minus EIX return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × EIX 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 EIX 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