+132.0%
GLW vs EL
+15.2%
+116.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -2.1% | +9.6% | +7.5% |
| 7D | +14.0% | +1.7% | +12.3% | +14.0% |
| 30D | +0.4% | +15.5% | -15.1% | +0.8% |
| 3M | -11.3% | +20.6% | -31.9% | -10.7% |
| 6M | +35.1% | +10.5% | +24.6% | +36.1% |
| YTD | +90.5% | -1.9% | +92.4% | +89.1% |
| 1Y | +132.0% | +16.1% | +115.9% | +124.0% |
| All | +132.0% | +15.2% | +116.9% | +124.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling