+394.5%
GLW vs ET
+242.4%
+152.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.2% |
| 7D | +16.9% | +0.6% | +16.2% | +16.6% |
| 30D | +7.0% | +5.3% | +1.7% | +4.9% |
| 3M | -3.0% | +15.6% | -18.6% | -8.7% |
| 6M | +31.0% | +20.6% | +10.4% | +20.6% |
| YTD | +93.4% | +38.5% | +54.9% | +67.2% |
| 1Y | +134.7% | +35.7% | +99.0% | +104.5% |
| 3Y | +471.8% | +98.4% | +373.4% | +325.0% |
| 5Y | +394.5% | +245.3% | +149.2% | +201.7% |
| All | +394.5% | +242.4% | +152.1% | +201.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling