+3,012.0%
GLW vs ES
+1,275.7%
+1,736.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +2.1% | -15.0% | -13.6% |
| 7D | -19.7% | +5.9% | -25.7% | -21.5% |
| 30D | -38.8% | +10.2% | -49.0% | -41.1% |
| 3M | -33.9% | +0.4% | -34.3% | -34.3% |
| 6M | -36.0% | +6.9% | -42.8% | -38.1% |
| YTD | +18.7% | +10.5% | +8.2% | +13.0% |
| 1Y | +19.8% | +3.2% | +16.6% | +16.2% |
| 3Y | +294.3% | +49.0% | +245.3% | +226.9% |
| 5Y | +205.7% | +4.5% | +201.3% | +185.8% |
| 10Y | +493.8% | +92.3% | +401.4% | +342.9% |
| All | +3,012.0% | +1,275.7% | +1,736.3% | +1,068.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling