+562.0%
GLW vs EOG
+131.8%
+430.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.5% | +5.9% | +7.1% |
| 7D | +1.4% | +4.6% | -3.1% | +0.4% |
| 30D | -18.2% | +2.9% | -21.1% | -18.8% |
| 3M | -24.2% | +8.0% | -32.1% | -25.9% |
| 6M | -41.7% | +17.0% | -58.7% | -44.7% |
| YTD | +38.3% | +51.1% | -12.8% | +21.0% |
| 1Y | +38.2% | +45.1% | -6.9% | +22.2% |
| 3Y | +363.4% | +39.4% | +323.9% | +308.5% |
| 5Y | +254.6% | +105.6% | +149.0% | +169.7% |
| 10Y | +562.0% | +133.5% | +428.5% | +343.4% |
| All | +562.0% | +131.8% | +430.2% | +343.4% |
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