+123.2%
GLW vs ELV
+34.8%
+88.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.8% | +7.4% | +5.1% |
| 7D | +3.8% | +3.3% | +0.5% | +4.9% |
| 30D | -1.3% | +4.2% | -5.5% | 0.0% |
| 3M | -21.8% | -0.1% | -21.7% | -20.5% |
| 6M | +6.9% | +41.3% | -34.4% | +20.0% |
| YTD | +77.2% | +17.4% | +59.7% | +81.6% |
| 1Y | +123.2% | +35.1% | +88.2% | +129.4% |
| All | +123.2% | +34.8% | +88.4% | +129.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 1y: compounded portfolio wealth divided by compounded ELV 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…
1y analysis · Full analysis span regression · 6 months rolling