+40.6%
GLW vs ET
+24.7%
+15.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -3.5% | -2.4% | -6.6% |
| 7D | -9.5% | -6.0% | -3.4% | -10.9% |
| 30D | -25.5% | -6.1% | -19.4% | -26.9% |
| 3M | -25.6% | -2.7% | -22.9% | -25.4% |
| 6M | -25.5% | +0.2% | -25.7% | -23.9% |
| YTD | +36.4% | +24.3% | +12.0% | +46.9% |
| 1Y | +40.6% | +26.4% | +14.2% | +49.8% |
| All | +40.6% | +24.7% | +15.9% | +49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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