+339.2%
GLW vs EME
+216.1%
+123.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.8% | -4.0% |
| 7D | +7.7% | +8.4% | -0.6% | +2.5% |
| 30D | -18.8% | -11.5% | -7.3% | -11.9% |
| 3M | -27.7% | -20.6% | -7.1% | -15.6% |
| 6M | -44.4% | -28.5% | -16.0% | -30.8% |
| YTD | +31.3% | +8.0% | +23.3% | +37.4% |
| 1Y | +40.0% | +6.8% | +33.3% | +47.3% |
| 3Y | +339.2% | +213.9% | +125.3% | +211.1% |
| All | +339.2% | +216.1% | +123.1% | +211.1% |
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