+833.1%
GLW vs ET
+179.3%
+653.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.4% | -3.2% |
| 7D | +11.7% | +1.4% | +10.4% | +11.3% |
| 30D | +2.7% | +4.6% | -1.9% | +1.3% |
| 3M | -2.8% | +16.0% | -18.9% | -7.4% |
| 6M | +20.2% | +22.8% | -2.7% | +12.2% |
| YTD | +87.3% | +38.9% | +48.4% | +68.1% |
| 1Y | +119.6% | +34.1% | +85.5% | +99.1% |
| 3Y | +453.7% | +98.8% | +354.9% | +345.6% |
| 5Y | +376.1% | +246.8% | +129.2% | +224.2% |
| All | +833.1% | +179.3% | +653.8% | +554.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling