+410.2%
GLW vs ESI
+79.8%
+330.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.9% | +2.7% | +3.8% |
| 7D | +3.8% | +3.3% | +0.4% | +1.7% |
| 30D | -1.3% | -5.9% | +4.5% | +2.7% |
| 3M | -21.8% | -14.1% | -7.7% | -12.2% |
| 6M | +6.9% | +6.6% | +0.3% | +8.2% |
| YTD | +77.2% | +45.0% | +32.1% | +54.5% |
| 1Y | +123.2% | +41.5% | +81.8% | +96.7% |
| All | +410.2% | +79.8% | +330.4% | +293.3% |
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 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