+339.2%
GLW vs ET
+84.2%
+255.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.1% | -4.2% | -4.3% |
| 7D | +7.7% | +2.5% | +5.2% | +6.8% |
| 30D | -18.8% | -2.5% | -16.4% | -18.1% |
| 3M | -27.7% | -4.9% | -22.9% | -26.6% |
| 6M | -44.4% | -0.1% | -44.4% | -44.6% |
| YTD | +31.3% | +26.2% | +5.1% | +16.9% |
| 1Y | +40.0% | +25.2% | +14.9% | +25.1% |
| 3Y | +339.2% | +84.2% | +255.0% | +252.8% |
| All | +339.2% | +84.2% | +255.0% | +252.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling