+2,942.6%
GLW vs EME
+61,143.5%
-58,200.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.7% | +4.0% | +5.0% |
| 7D | +3.8% | +1.9% | +1.9% | +3.0% |
| 30D | -1.3% | -8.3% | +6.9% | +2.2% |
| 3M | -21.8% | -10.7% | -11.1% | -17.4% |
| 6M | +6.9% | +1.9% | +5.0% | +8.4% |
| YTD | +77.2% | +23.5% | +53.7% | +67.5% |
| 1Y | +123.2% | +18.0% | +105.3% | +112.7% |
| 3Y | +400.0% | +236.1% | +163.9% | +215.4% |
| 5Y | +342.8% | +527.9% | -185.1% | +118.7% |
| 10Y | +771.4% | +1,252.8% | -481.4% | +219.5% |
| All | +2,942.6% | +61,143.5% | -58,200.9% | +531.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling