+40.6%
GLW vs ESI
+27.8%
+12.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -4.6% | -1.2% | -1.7% |
| 7D | -9.5% | -6.6% | -2.9% | -3.8% |
| 30D | -25.5% | -10.9% | -14.6% | -17.4% |
| 3M | -25.6% | -13.8% | -11.8% | -15.0% |
| 6M | -25.5% | -21.5% | -4.0% | -5.4% |
| YTD | +36.4% | +34.7% | +1.7% | +25.4% |
| 1Y | +40.6% | +24.9% | +15.7% | +36.4% |
| All | +40.6% | +27.8% | +12.8% | +36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 1y: compounded portfolio wealth divided by compounded ESI 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…
1y analysis · Full analysis span regression · 6 months rolling