+526.0%
GLW vs ES
+98.2%
+427.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.8% | -5.1% | -4.6% |
| 7D | +7.7% | +2.7% | +5.0% | +6.8% |
| 30D | -18.8% | +7.6% | -26.4% | -21.3% |
| 3M | -27.7% | +0.5% | -28.2% | -28.2% |
| 6M | -44.4% | +7.6% | -52.0% | -46.5% |
| YTD | +31.3% | +10.2% | +21.1% | +24.5% |
| 1Y | +40.0% | +1.8% | +38.2% | +36.2% |
| 3Y | +339.2% | +55.4% | +283.9% | +244.9% |
| 5Y | +229.2% | +7.3% | +221.9% | +202.7% |
| All | +526.0% | +98.2% | +427.7% | +443.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling