+421.2%
GLW vs EOG
+21.2%
+400.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.5% | +6.2% | +5.7% |
| 7D | +3.8% | +1.3% | +2.5% | +3.7% |
| 30D | -1.3% | +8.2% | -9.5% | -1.8% |
| 3M | -21.8% | +3.8% | -25.6% | -21.8% |
| 6M | +6.9% | +15.3% | -8.4% | +3.8% |
| YTD | +77.2% | +41.7% | +35.4% | +63.5% |
| 1Y | +123.2% | +23.6% | +99.7% | +113.0% |
| All | +421.2% | +21.2% | +400.0% | +382.0% |
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