+307.7%
GLW vs EMR
+85.7%
+222.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.7% |
| 7D | -13.9% | -1.6% | -12.4% | -12.9% |
| 30D | -35.0% | +2.0% | -37.0% | -35.5% |
| 3M | -32.4% | +3.8% | -36.2% | -33.6% |
| 6M | -41.3% | +10.5% | -51.9% | -44.5% |
| YTD | +21.8% | +23.7% | -1.9% | +7.8% |
| 1Y | +21.8% | +25.4% | -3.6% | +7.3% |
| 3Y | +307.7% | +86.6% | +221.1% | +206.9% |
| All | +307.7% | +85.7% | +222.0% | +206.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling