+232.7%
GLW vs EMB
+7.3%
+225.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.2% | -4.1% | -4.0% |
| 7D | +7.7% | -0.9% | +8.6% | +9.2% |
| 30D | -18.8% | +0.4% | -19.2% | -19.2% |
| 3M | -27.7% | -3.1% | -24.6% | -24.6% |
| 6M | -44.4% | -2.1% | -42.4% | -42.5% |
| YTD | +31.3% | -1.1% | +32.4% | +35.0% |
| 1Y | +40.0% | -0.1% | +40.1% | +42.4% |
| 3Y | +339.2% | +29.6% | +309.7% | +245.9% |
| All | +232.7% | +7.3% | +225.5% | +196.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling