+3,495.5%
GLW vs EOG
+8,009.8%
-4,514.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.0% | -1.1% |
| 7D | +15.5% | +7.4% | +8.1% | +13.6% |
| 30D | -19.6% | +2.3% | -21.8% | -20.0% |
| 3M | -28.5% | +9.5% | -37.9% | -30.3% |
| 6M | -39.5% | +17.7% | -57.2% | -42.6% |
| YTD | +37.2% | +52.9% | -15.7% | +21.0% |
| 1Y | +35.4% | +47.7% | -12.2% | +20.4% |
| 3Y | +359.7% | +41.1% | +318.6% | +308.6% |
| 5Y | +244.0% | +108.2% | +135.8% | +169.4% |
| 10Y | +556.7% | +136.3% | +420.4% | +354.2% |
| All | +3,495.5% | +8,009.8% | -4,514.2% | +1,348.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling