+4,542.6%
GLW vs ES
+1,243.3%
+3,299.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -22.8% |
| 6M | +6.9% | -3.5% | +10.4% | +7.4% |
| YTD | +77.2% | +7.9% | +69.2% | +70.7% |
| 1Y | +123.2% | +17.2% | +106.1% | +107.3% |
| 3Y | +400.0% | +29.3% | +370.7% | +337.7% |
| 5Y | +342.8% | -5.7% | +348.6% | +331.0% |
| 10Y | +771.4% | +85.2% | +686.2% | +560.8% |
| All | +4,542.6% | +1,243.3% | +3,299.3% | +1,664.9% |
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 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