+233.4%
GLW vs ES
+1.9%
+231.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.5% | -3.3% |
| 7D | -11.1% | +0.9% | -12.0% | -11.4% |
| 30D | -28.4% | +5.9% | -34.4% | -29.4% |
| 3M | -28.8% | -1.0% | -27.8% | -28.8% |
| 6M | -39.8% | +7.2% | -47.0% | -41.2% |
| YTD | +28.7% | +7.0% | +21.8% | +25.4% |
| 1Y | +27.7% | +0.5% | +27.3% | +25.8% |
| 3Y | +331.3% | +48.7% | +282.7% | +267.6% |
| 5Y | +233.4% | +1.9% | +231.5% | +222.7% |
| All | +233.4% | +1.9% | +231.5% | +222.7% |
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 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