+562.0%
GLW vs EMB
+35.7%
+526.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.1% | +7.3% | +7.3% |
| 7D | +1.4% | -0.4% | +1.8% | +2.1% |
| 30D | -18.2% | +1.1% | -19.3% | -19.3% |
| 3M | -24.2% | -2.0% | -22.2% | -22.2% |
| 6M | -41.7% | -1.9% | -39.8% | -39.9% |
| YTD | +38.3% | -0.5% | +38.8% | +41.0% |
| 1Y | +38.2% | +0.1% | +38.1% | +40.0% |
| 3Y | +363.4% | +29.7% | +333.7% | +253.5% |
| 5Y | +254.6% | +8.1% | +246.5% | +233.4% |
| 10Y | +562.0% | +36.3% | +525.7% | +414.1% |
| All | +562.0% | +35.7% | +526.3% | +414.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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