+35.4%
GLW vs EMB
-0.3%
+35.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | +2.4% |
| 7D | +15.5% | -0.7% | +16.2% | +19.0% |
| 30D | -19.6% | +0.5% | -20.1% | -21.4% |
| 3M | -28.5% | -2.5% | -26.0% | -20.1% |
| 6M | -39.5% | -2.0% | -37.5% | -32.7% |
| YTD | +37.2% | -0.9% | +38.1% | +50.6% |
| 1Y | +35.4% | -0.3% | +35.7% | +44.2% |
| All | +35.4% | -0.3% | +35.7% | +44.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling