+410.2%
GLW vs EMB
+30.3%
+379.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | 0.0% | +5.7% | +5.6% |
| 7D | +3.8% | 0.0% | +3.8% | +3.8% |
| 30D | -1.3% | -0.3% | -1.0% | -0.8% |
| 3M | -21.8% | -0.4% | -21.4% | -20.9% |
| 6M | +6.9% | +0.1% | +6.8% | +7.5% |
| YTD | +77.2% | +1.6% | +75.6% | +74.7% |
| 1Y | +123.2% | +5.6% | +117.6% | +109.4% |
| All | +410.2% | +30.3% | +379.9% | +292.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling