+39.7%
GLW vs EMB
-0.6%
+40.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.2% | -4.3% | -3.6% |
| 7D | +7.5% | -0.9% | +8.4% | +11.7% |
| 30D | -19.0% | +0.4% | -19.4% | -20.3% |
| 3M | -27.9% | -3.1% | -24.8% | -17.0% |
| 6M | -44.6% | -2.1% | -42.5% | -38.3% |
| YTD | +31.0% | -1.1% | +32.1% | +45.6% |
| 1Y | +39.7% | -0.1% | +39.8% | +49.3% |
| All | +39.7% | -0.6% | +40.3% | +49.3% |
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