+39.7%
GLW vs EOG
+49.4%
-9.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.7% | -6.3% | -3.9% |
| 7D | +7.5% | +7.6% | -0.1% | +10.3% |
| 30D | -19.0% | +3.4% | -22.4% | -18.0% |
| 3M | -27.9% | +12.7% | -40.6% | -23.9% |
| 6M | -44.6% | +19.0% | -63.6% | -39.1% |
| YTD | +31.0% | +55.6% | -24.6% | +41.0% |
| 1Y | +39.7% | +49.5% | -9.8% | +52.4% |
| All | +39.7% | +49.4% | -9.6% | +52.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling