+119.6%
GLW vs ET
+35.8%
+83.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.4% | -3.1% |
| 7D | +11.7% | +1.4% | +10.4% | +12.2% |
| 30D | +2.7% | +4.6% | -1.9% | +4.4% |
| 3M | -2.8% | +16.0% | -18.9% | +2.6% |
| 6M | +20.2% | +22.8% | -2.7% | +27.7% |
| YTD | +87.3% | +38.9% | +48.4% | +96.5% |
| 1Y | +119.6% | +34.1% | +85.5% | +121.7% |
| All | +119.6% | +35.8% | +83.8% | +121.7% |
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