+382.5%
GLW vs EOG
+169.6%
+212.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.1% | +7.4% | +7.5% |
| 7D | +14.0% | -2.0% | +16.0% | +14.4% |
| 30D | +0.4% | +7.9% | -7.5% | -1.0% |
| 3M | -11.3% | +4.5% | -15.8% | -12.3% |
| 6M | +35.1% | +12.3% | +22.8% | +30.6% |
| YTD | +90.5% | +41.9% | +48.7% | +73.9% |
| 1Y | +132.0% | +27.8% | +104.2% | +116.9% |
| 3Y | +463.3% | +21.8% | +441.5% | +424.7% |
| 5Y | +382.5% | +174.0% | +208.5% | +264.5% |
| All | +382.5% | +169.6% | +212.9% | +264.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling