+833.1%
GLW vs EOG
+121.2%
+711.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.3% | -3.5% | -3.2% |
| 7D | +11.7% | +1.0% | +10.7% | +11.4% |
| 30D | +2.7% | +2.8% | -0.2% | +1.9% |
| 3M | -2.8% | +5.9% | -8.7% | -5.0% |
| 6M | +20.2% | +17.1% | +3.1% | +13.5% |
| YTD | +87.3% | +43.9% | +43.4% | +66.5% |
| 1Y | +119.6% | +26.9% | +92.7% | +101.8% |
| 3Y | +453.7% | +23.6% | +430.1% | +404.7% |
| 5Y | +376.1% | +178.1% | +197.9% | +230.4% |
| All | +833.1% | +121.2% | +711.8% | +522.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 EOG 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