+490.5%
GLW vs ELF
+383.9%
+106.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.7% | -3.1% | +1.8% |
| 7D | -13.9% | +4.0% | -17.9% | -14.4% |
| 30D | -35.0% | +10.6% | -45.6% | -35.9% |
| 3M | -32.4% | +25.8% | -58.2% | -34.6% |
| 6M | -41.3% | +89.1% | -130.4% | -46.8% |
| YTD | +21.8% | +52.7% | -30.9% | +12.6% |
| 1Y | +21.8% | +51.7% | -29.9% | +12.6% |
| 3Y | +307.7% | +14.2% | +293.4% | +259.1% |
| 5Y | +213.7% | +270.7% | -57.0% | +112.9% |
| 10Y | +509.3% | +341.9% | +167.3% | +259.2% |
| All | +490.5% | +383.9% | +106.6% | +248.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling