+2,192.7%
GLW vs EL
+1,792.3%
+400.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.2% | +0.4% | +1.9% |
| 7D | -13.9% | +0.8% | -14.7% | -14.2% |
| 30D | -35.0% | +16.5% | -51.5% | -38.1% |
| 3M | -32.4% | +29.2% | -61.5% | -38.3% |
| 6M | -41.3% | +27.9% | -69.3% | -47.1% |
| YTD | +21.8% | +6.2% | +15.7% | +14.2% |
| 1Y | +21.8% | +27.2% | -5.3% | +7.6% |
| 3Y | +307.7% | +3.2% | +304.5% | +258.3% |
| 5Y | +213.7% | -66.0% | +279.7% | +292.0% |
| 10Y | +509.3% | +58.3% | +450.9% | +359.9% |
| All | +2,192.7% | +1,792.3% | +400.4% | +822.1% |
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