+339.2%
GLW vs ESI
+79.1%
+260.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.7% | -3.6% | -3.8% |
| 7D | +7.7% | +5.5% | +2.2% | +4.1% |
| 30D | -18.8% | -7.8% | -11.1% | -13.7% |
| 3M | -27.7% | -15.0% | -12.7% | -18.6% |
| 6M | -44.4% | -24.9% | -19.5% | -31.3% |
| YTD | +31.3% | +33.2% | -1.9% | +22.6% |
| 1Y | +40.0% | +24.9% | +15.1% | +34.7% |
| 3Y | +339.2% | +77.8% | +261.5% | +256.4% |
| All | +339.2% | +79.1% | +260.2% | +256.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling