+463.3%
GLW vs EME
+249.1%
+214.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +2.5% | +5.0% | +6.1% |
| 7D | +14.0% | +5.2% | +8.9% | +10.8% |
| 30D | +0.4% | -5.4% | +5.7% | +4.0% |
| 3M | -11.3% | -6.1% | -5.2% | -6.9% |
| 6M | +35.1% | +9.7% | +25.4% | +33.5% |
| YTD | +90.5% | +26.6% | +64.0% | +78.8% |
| 1Y | +132.0% | +24.6% | +107.4% | +115.5% |
| 3Y | +463.3% | +249.6% | +213.7% | +266.1% |
| All | +463.3% | +249.1% | +214.2% | +266.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling