+463.3%
GLW vs ELV
-6.4%
+469.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -1.4% | +8.9% | +7.4% |
| 7D | +14.0% | -0.3% | +14.3% | +14.0% |
| 30D | +0.4% | +2.0% | -1.6% | +0.7% |
| 3M | -11.3% | -3.5% | -7.9% | -11.1% |
| 6M | +35.1% | +40.2% | -5.1% | +39.9% |
| YTD | +90.5% | +15.8% | +74.7% | +93.1% |
| 1Y | +132.0% | +33.2% | +98.9% | +134.8% |
| 3Y | +463.3% | -6.2% | +469.6% | +466.3% |
| All | +463.3% | -6.4% | +469.7% | +466.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling