+524.5%
GLW vs EMB
+36.5%
+488.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.2% | -4.3% | -4.2% |
| 7D | +7.5% | -0.9% | +8.4% | +8.8% |
| 30D | -19.0% | +0.4% | -19.4% | -19.4% |
| 3M | -27.9% | -3.1% | -24.8% | -24.9% |
| 6M | -44.6% | -2.1% | -42.5% | -42.8% |
| YTD | +31.0% | -1.1% | +32.1% | +34.5% |
| 1Y | +39.7% | -0.1% | +39.8% | +41.8% |
| 3Y | +338.2% | +29.6% | +308.6% | +234.8% |
| 5Y | +228.4% | +7.2% | +221.2% | +212.1% |
| All | +524.5% | +36.5% | +488.0% | +384.5% |
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