+134.7%
GLW vs EOG
+28.5%
+106.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.9% |
| 7D | +16.9% | -1.3% | +18.2% | +16.4% |
| 30D | +7.0% | +3.4% | +3.6% | +8.2% |
| 3M | -3.0% | +7.8% | -10.8% | +1.0% |
| 6M | +31.0% | +13.4% | +17.6% | +35.1% |
| YTD | +93.4% | +43.5% | +49.9% | +93.6% |
| 1Y | +134.7% | +29.7% | +105.1% | +139.5% |
| All | +134.7% | +28.5% | +106.2% | +139.5% |
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 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