+4,542.6%
GLW vs EOG
+7,415.7%
-2,873.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.5% | +6.2% | +5.8% |
| 7D | +3.8% | +1.3% | +2.5% | +3.4% |
| 30D | -1.3% | +8.2% | -9.5% | -3.4% |
| 3M | -21.8% | +3.8% | -25.6% | -23.1% |
| 6M | +6.9% | +15.3% | -8.4% | +1.6% |
| YTD | +77.2% | +41.7% | +35.4% | +59.7% |
| 1Y | +123.2% | +23.6% | +99.7% | +107.9% |
| 3Y | +400.0% | +23.3% | +376.7% | +359.9% |
| 5Y | +342.8% | +170.4% | +172.4% | +224.7% |
| 10Y | +771.4% | +125.5% | +645.9% | +510.6% |
| All | +4,542.6% | +7,415.7% | -2,873.1% | +1,811.1% |
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