+589.1%
GLW vs EQX
+244.1%
+345.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +1.4% |
| 7D | +16.9% | +1.7% | +15.1% | +16.7% |
| 30D | +7.0% | +11.1% | -4.1% | +5.8% |
| 3M | -3.0% | +23.1% | -26.1% | -5.1% |
| 6M | +31.0% | -21.8% | +52.8% | +32.5% |
| YTD | +93.4% | -8.1% | +101.5% | +93.4% |
| 1Y | +134.7% | +29.7% | +105.1% | +129.9% |
| 3Y | +471.8% | +179.9% | +291.9% | +431.7% |
| 5Y | +394.5% | +82.5% | +311.9% | +350.3% |
| All | +589.1% | +244.1% | +345.0% | +682.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling