+521.8%
GLW vs EL
+60.9%
+460.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.5% | -3.4% |
| 7D | -11.1% | +7.6% | -18.7% | -13.0% |
| 30D | -28.4% | +15.7% | -44.1% | -31.7% |
| 3M | -28.8% | +30.5% | -59.3% | -35.3% |
| 6M | -39.8% | +32.5% | -72.4% | -46.3% |
| YTD | +28.7% | +9.4% | +19.3% | +19.7% |
| 1Y | +27.7% | +28.4% | -0.6% | +11.8% |
| 3Y | +331.3% | +4.4% | +326.9% | +272.5% |
| 5Y | +233.4% | -64.5% | +297.9% | +375.3% |
| 10Y | +521.8% | +64.9% | +456.9% | +325.6% |
| All | +521.8% | +60.9% | +460.9% | +325.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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