+331.3%
GLW vs EOG
+37.6%
+293.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.1% | -5.4% | -3.3% |
| 7D | -11.1% | -2.4% | -8.7% | -11.1% |
| 30D | -28.4% | +2.9% | -31.4% | -28.5% |
| 3M | -28.8% | +7.2% | -36.0% | -28.9% |
| 6M | -39.8% | +18.2% | -58.0% | -40.6% |
| YTD | +28.7% | +48.9% | -20.1% | +18.2% |
| 1Y | +27.7% | +46.7% | -19.0% | +17.6% |
| 3Y | +331.3% | +37.4% | +293.9% | +290.4% |
| All | +331.3% | +37.6% | +293.7% | +290.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling