+853.3%
GLW vs ESI
+182.6%
+670.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.9% | +0.7% | +1.8% |
| 7D | -13.9% | -8.5% | -5.4% | -10.5% |
| 30D | -35.0% | -15.7% | -19.3% | -30.1% |
| 3M | -32.4% | -18.2% | -14.1% | -26.2% |
| 6M | -41.3% | -28.8% | -12.5% | -31.6% |
| YTD | +21.8% | +26.3% | -4.4% | +16.2% |
| 1Y | +21.8% | +18.2% | +3.6% | +18.9% |
| 3Y | +307.7% | +68.1% | +239.6% | +248.6% |
| 5Y | +213.7% | +28.8% | +184.9% | +187.4% |
| 10Y | +509.3% | +329.8% | +179.4% | +290.0% |
| All | +853.3% | +182.6% | +670.7% | +546.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling