+36.5%
GLW vs ELV
+39.1%
-2.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | 0.0% | +7.5% | +7.4% |
| 7D | +1.4% | -1.1% | +2.5% | +1.1% |
| 30D | -18.2% | +1.8% | -20.0% | -17.2% |
| 3M | -24.2% | +10.5% | -34.7% | -20.5% |
| 6M | -41.7% | +13.5% | -55.2% | -37.0% |
| YTD | +38.3% | +24.3% | +14.0% | +42.8% |
| All | +36.5% | +39.1% | -2.6% | +36.6% |
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