+589.5%
GLW vs EMB
+127.1%
+462.4%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | -13.9% | -0.1% | -13.8% | -13.9% |
| 30D | -35.0% | +1.3% | -36.3% | -35.7% |
| 3M | -32.4% | -2.2% | -30.1% | -31.0% |
| 6M | -41.3% | -2.3% | -39.0% | -40.0% |
| YTD | +21.8% | -0.6% | +22.5% | +23.5% |
| 1Y | +21.8% | +0.5% | +21.4% | +22.5% |
| 3Y | +307.7% | +29.4% | +278.2% | +239.6% |
| 5Y | +213.7% | +6.5% | +207.2% | +200.1% |
| 10Y | +509.3% | +29.8% | +479.5% | +423.7% |
| All | +589.5% | +127.1% | +462.4% | +463.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling