+3,093.2%
GLW vs EMR
+4,298.0%
-1,204.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -35.6% |
| 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% | +7.3% |
| 1Y | +21.8% | +25.4% | -3.6% | +6.6% |
| 3Y | +307.7% | +86.6% | +221.1% | +170.7% |
| 5Y | +213.7% | +83.0% | +130.7% | +108.2% |
| 10Y | +509.3% | +319.5% | +189.8% | +132.5% |
| All | +3,093.2% | +4,298.0% | -1,204.7% | +215.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling