+851.8%
GLW vs EME
+1,362.1%
-510.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.3% | -2.3% | -0.4% |
| 7D | +7.8% | +3.5% | +4.3% | +5.8% |
| 30D | -0.4% | -6.3% | +5.9% | +3.4% |
| 3M | -5.6% | -3.8% | -1.8% | -2.5% |
| 6M | +26.7% | +8.5% | +18.2% | +24.5% |
| YTD | +91.0% | +27.8% | +63.2% | +74.2% |
| 1Y | +122.4% | +22.2% | +100.2% | +104.0% |
| 3Y | +471.0% | +253.5% | +217.5% | +195.1% |
| 5Y | +385.6% | +578.6% | -193.0% | +72.9% |
| All | +851.8% | +1,362.1% | -510.3% | +137.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 10y: compounded portfolio wealth divided by compounded EME 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…
10y analysis · Full analysis span regression · 6 months rolling