+212.6%
GLW vs ES
+1.4%
+211.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.9% | +5.5% | +3.1% |
| 7D | -13.9% | +1.9% | -15.8% | -14.3% |
| 30D | -35.0% | +7.1% | -42.0% | -36.0% |
| 3M | -32.4% | -1.9% | -30.4% | -32.2% |
| 6M | -41.3% | +4.4% | -45.7% | -42.3% |
| YTD | +21.8% | +7.3% | +14.5% | +18.7% |
| 1Y | +21.8% | +2.1% | +19.7% | +19.5% |
| 3Y | +307.7% | +41.8% | +265.8% | +254.0% |
| All | +212.6% | +1.4% | +211.2% | +201.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling