+559.4%
GLW vs ELV
+268.4%
+291.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | 0.0% | +7.5% | +7.4% |
| 7D | +1.4% | -1.1% | +2.5% | +1.6% |
| 30D | -18.2% | +1.8% | -20.0% | -18.8% |
| 3M | -24.2% | +10.5% | -34.7% | -26.6% |
| 6M | -41.7% | +13.5% | -55.2% | -44.6% |
| YTD | +38.3% | +24.3% | +14.0% | +25.6% |
| 1Y | +38.2% | +38.9% | -0.8% | +20.7% |
| 3Y | +363.4% | -1.5% | +364.8% | +337.5% |
| 5Y | +254.6% | +7.3% | +247.3% | +211.4% |
| All | +559.4% | +268.4% | +291.0% | +264.3% |
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 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