+823.4%
GLW vs ELF
+334.6%
+488.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -4.9% | +12.4% | +8.2% |
| 7D | +14.0% | -1.2% | +15.2% | +14.1% |
| 30D | +0.4% | +5.9% | -5.6% | -0.6% |
| 3M | -11.3% | +99.5% | -110.9% | -19.9% |
| 6M | +35.1% | +26.5% | +8.5% | +29.3% |
| YTD | +90.5% | +37.2% | +53.4% | +78.8% |
| 1Y | +132.0% | -24.4% | +156.4% | +133.6% |
| 3Y | +463.3% | -23.3% | +486.6% | +427.3% |
| 5Y | +382.5% | +245.2% | +137.3% | +230.2% |
| All | +823.4% | +334.6% | +488.8% | +452.7% |
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