+232.7%
GLW vs EL
-65.2%
+298.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.1% | -5.4% | -4.5% |
| 7D | +7.7% | +1.5% | +6.2% | +7.4% |
| 30D | -18.8% | +10.0% | -28.8% | -20.3% |
| 3M | -27.7% | +28.4% | -56.2% | -31.6% |
| 6M | -44.4% | +37.1% | -81.5% | -48.5% |
| YTD | +31.3% | +7.8% | +23.5% | +26.3% |
| 1Y | +40.0% | +26.0% | +14.0% | +29.3% |
| 3Y | +339.2% | +3.8% | +335.4% | +298.0% |
| All | +232.7% | -65.2% | +298.0% | +337.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling