+29.0%
GLW vs EQX
-21.3%
+50.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -1.3% | +8.9% | +8.1% |
| 7D | +14.0% | +3.8% | +10.2% | +12.1% |
| 30D | +0.4% | +9.4% | -9.0% | -4.2% |
| 3M | -11.3% | +16.8% | -28.2% | -19.0% |
| All | +29.0% | -21.3% | +50.4% | +41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 6mo: compounded portfolio wealth divided by compounded EQX 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…
6mo analysis · Full analysis span regression · 6 months rolling