+837.6%
GLW vs ESI
+307.6%
+530.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.6% | +7.0% | +7.3% |
| 7D | +14.0% | +5.4% | +8.6% | +11.1% |
| 30D | +0.4% | -4.2% | +4.6% | +2.8% |
| 3M | -11.3% | -9.6% | -1.7% | -5.1% |
| 6M | +35.1% | +18.3% | +16.7% | +28.2% |
| YTD | +90.5% | +45.8% | +44.7% | +63.6% |
| 1Y | +132.0% | +39.2% | +92.9% | +103.0% |
| 3Y | +463.3% | +86.3% | +377.1% | +320.3% |
| 5Y | +382.5% | +76.2% | +306.3% | +259.4% |
| 10Y | +837.6% | +306.8% | +530.9% | +365.3% |
| All | +837.6% | +307.6% | +530.0% | +365.3% |
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