+38.2%
GLW vs ESI
+23.9%
+14.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +4.0% | +3.5% | +3.7% |
| 7D | +1.4% | +1.8% | -0.4% | +0.4% |
| 30D | -18.2% | -6.6% | -11.6% | -12.5% |
| 3M | -24.2% | -9.4% | -14.8% | -16.5% |
| 6M | -41.7% | -24.1% | -17.6% | -24.2% |
| YTD | +38.3% | +37.1% | +1.2% | +23.4% |
| 1Y | +38.2% | +24.5% | +13.6% | +32.9% |
| All | +38.2% | +23.9% | +14.3% | +32.9% |
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