+212.6%
GLW vs EMB
+6.0%
+206.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | -13.9% | -0.1% | -13.8% | -13.8% |
| 30D | -35.0% | +1.3% | -36.3% | -36.1% |
| 3M | -32.4% | -2.7% | -29.6% | -29.9% |
| 6M | -41.3% | -2.8% | -38.5% | -38.9% |
| YTD | +21.8% | -1.1% | +23.0% | +25.1% |
| 1Y | +21.8% | 0.0% | +21.9% | +23.7% |
| 3Y | +307.7% | +28.8% | +278.9% | +222.8% |
| All | +212.6% | +6.0% | +206.6% | +180.2% |
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 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