+123.2%
GLW vs EMR
+19.4%
+103.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.7% | +3.9% | +4.3% |
| 7D | +3.8% | -1.5% | +5.3% | +5.0% |
| 30D | -1.3% | -5.6% | +4.3% | +3.0% |
| 3M | -21.8% | +7.9% | -29.7% | -26.1% |
| 6M | +6.9% | +6.0% | +0.9% | +0.2% |
| YTD | +77.2% | +16.4% | +60.7% | +54.4% |
| 1Y | +123.2% | +16.6% | +106.6% | +93.7% |
| All | +123.2% | +19.4% | +103.8% | +93.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 1y: compounded portfolio wealth divided by compounded EMR 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…
1y analysis · Full analysis span regression · 6 months rolling