+2,808.8%
GLW vs ELV
+2,444.2%
+364.6%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.8% | +7.4% | +6.3% |
| 7D | +3.8% | +3.3% | +0.5% | +2.6% |
| 30D | -1.3% | +4.2% | -5.5% | -2.9% |
| 3M | -21.8% | -0.1% | -21.7% | -22.6% |
| 6M | +6.9% | +41.3% | -34.4% | -6.8% |
| YTD | +77.2% | +17.4% | +59.7% | +61.5% |
| 1Y | +123.2% | +35.1% | +88.2% | +92.4% |
| 3Y | +400.0% | -3.2% | +403.2% | +366.5% |
| 5Y | +342.8% | +15.6% | +327.2% | +273.2% |
| 10Y | +771.4% | +276.8% | +494.6% | +339.6% |
| All | +2,808.8% | +2,444.2% | +364.6% | +541.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling