+3,233.3%
GLW vs EL
+1,685.7%
+1,547.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.0% | +2.7% | +4.8% |
| 7D | +3.8% | +0.8% | +3.0% | +3.5% |
| 30D | -1.3% | +19.8% | -21.2% | -7.4% |
| 3M | -21.8% | +25.7% | -47.5% | -28.1% |
| 6M | +6.9% | +5.4% | +1.4% | +2.5% |
| YTD | +77.2% | +0.2% | +76.9% | +70.0% |
| 1Y | +123.2% | +20.4% | +102.8% | +100.6% |
| 3Y | +400.0% | -32.1% | +432.1% | +404.7% |
| 5Y | +342.8% | -67.2% | +410.0% | +461.5% |
| 10Y | +771.4% | +31.7% | +739.6% | +598.8% |
| All | +3,233.3% | +1,685.7% | +1,547.6% | +1,272.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling