+863.6%
GLW vs ELV
+258.8%
+604.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +1.8% |
| 7D | +16.9% | -2.2% | +19.1% | +17.5% |
| 30D | +7.0% | -0.2% | +7.2% | +6.9% |
| 3M | -3.0% | -6.1% | +3.1% | -2.0% |
| 6M | +31.0% | +42.8% | -11.8% | +16.7% |
| YTD | +93.4% | +14.4% | +79.0% | +80.4% |
| 1Y | +134.7% | +28.6% | +106.1% | +109.7% |
| 3Y | +471.8% | -7.4% | +479.2% | +449.0% |
| 5Y | +394.5% | +14.5% | +380.0% | +314.7% |
| All | +863.6% | +258.8% | +604.8% | +447.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling