+339.2%
GLW vs EMR
+103.4%
+235.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | 0.0% | -4.3% | -4.3% |
| 7D | +7.7% | +2.8% | +4.9% | +5.9% |
| 30D | -18.8% | +3.7% | -22.5% | -20.3% |
| 3M | -27.7% | +2.0% | -29.8% | -28.3% |
| 6M | -44.4% | +22.1% | -66.5% | -50.3% |
| YTD | +31.3% | +27.2% | +4.1% | +13.9% |
| 1Y | +40.0% | +32.0% | +8.0% | +19.4% |
| 3Y | +339.2% | +103.3% | +236.0% | +209.3% |
| All | +339.2% | +103.4% | +235.8% | +209.3% |
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