+521.8%
GLW vs EMR
+294.2%
+227.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.1% | -2.5% |
| 7D | -11.1% | +0.7% | -11.8% | -11.2% |
| 30D | -28.4% | +3.5% | -32.0% | -29.7% |
| 3M | -28.8% | +5.9% | -34.7% | -31.0% |
| 6M | -39.8% | +19.4% | -59.3% | -45.8% |
| YTD | +28.7% | +27.7% | +1.1% | +10.6% |
| 1Y | +27.7% | +30.9% | -3.2% | +8.2% |
| 3Y | +331.3% | +104.2% | +227.2% | +166.2% |
| 5Y | +233.4% | +89.6% | +143.8% | +112.1% |
| 10Y | +521.8% | +280.0% | +241.7% | +159.7% |
| All | +521.8% | +294.2% | +227.5% | +159.7% |
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 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