+542.4%
GLW vs ELF
+354.8%
+187.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +2.8% | +6.5% | +8.9% |
| 7D | -5.9% | +7.8% | -13.7% | -6.8% |
| 30D | -26.0% | +9.3% | -35.3% | -26.9% |
| 3M | -29.9% | +21.2% | -51.1% | -31.9% |
| 6M | -37.8% | +96.1% | -133.9% | -43.8% |
| YTD | +33.1% | +57.0% | -23.8% | +22.5% |
| 1Y | +36.8% | +61.9% | -25.0% | +25.2% |
| 3Y | +356.1% | +20.0% | +336.1% | +298.4% |
| 5Y | +243.8% | +284.8% | -40.9% | +131.1% |
| 10Y | +542.4% | +364.2% | +178.2% | +275.6% |
| All | +542.4% | +354.8% | +187.6% | +275.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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