+837.6%
GLW vs EMR
+268.7%
+569.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.4% | +8.0% | +7.8% |
| 7D | +14.0% | +3.1% | +11.0% | +11.9% |
| 30D | +0.4% | -3.5% | +3.9% | +2.6% |
| 3M | -11.3% | +9.8% | -21.1% | -16.4% |
| 6M | +35.1% | +10.8% | +24.3% | +27.6% |
| YTD | +90.5% | +15.9% | +74.6% | +73.2% |
| 1Y | +132.0% | +16.4% | +115.6% | +109.9% |
| 3Y | +463.3% | +62.1% | +401.2% | +301.5% |
| 5Y | +382.5% | +62.9% | +319.6% | +237.0% |
| 10Y | +837.6% | +267.8% | +569.9% | +310.6% |
| All | +837.6% | +268.7% | +569.0% | +310.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling