+833.1%
GLW vs ELV
+278.2%
+554.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +5.4% | -8.6% | -4.5% |
| 7D | +11.7% | +0.9% | +10.9% | +11.3% |
| 30D | +2.7% | +7.2% | -4.5% | +0.6% |
| 3M | -2.8% | +3.4% | -6.2% | -4.4% |
| 6M | +20.2% | +48.6% | -28.4% | +5.9% |
| YTD | +87.3% | +20.6% | +66.7% | +72.2% |
| 1Y | +119.6% | +38.5% | +81.1% | +92.0% |
| 3Y | +453.7% | -2.4% | +456.1% | +424.1% |
| 5Y | +376.1% | +25.3% | +350.7% | +286.7% |
| All | +833.1% | +278.2% | +554.8% | +422.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling