+524.5%
GLW vs ESI
+318.1%
+206.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.7% | -3.8% | -4.1% |
| 7D | +7.5% | +5.5% | +2.0% | +4.6% |
| 30D | -19.0% | -7.8% | -11.3% | -14.9% |
| 3M | -27.9% | -15.0% | -12.9% | -20.5% |
| 6M | -44.6% | -24.9% | -19.7% | -33.8% |
| YTD | +31.0% | +33.2% | -2.2% | +18.6% |
| 1Y | +39.7% | +24.9% | +14.8% | +30.4% |
| 3Y | +338.2% | +77.8% | +260.5% | +236.9% |
| 5Y | +228.4% | +37.1% | +191.3% | +177.9% |
| All | +524.5% | +318.1% | +206.4% | +199.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling