+767.2%
GLW vs ES
+84.4%
+682.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.6% | +6.3% | +5.9% |
| 7D | +3.8% | +0.3% | +3.5% | +3.6% |
| 30D | -1.3% | -2.0% | +0.6% | -0.7% |
| 3M | -21.8% | +1.7% | -23.5% | -22.9% |
| 6M | +6.9% | -3.5% | +10.4% | +7.4% |
| YTD | +77.2% | +7.9% | +69.2% | +70.1% |
| 1Y | +123.2% | +17.2% | +106.1% | +105.3% |
| 3Y | +400.0% | +29.3% | +370.7% | +328.4% |
| 5Y | +342.8% | -5.7% | +348.6% | +334.4% |
| All | +767.2% | +84.4% | +682.8% | +653.7% |
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