+244.0%
GLW vs ET
+217.1%
+26.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | +15.5% | +3.0% | +12.5% | +14.2% |
| 30D | -19.6% | -3.5% | -16.1% | -18.4% |
| 3M | -28.5% | -5.6% | -22.9% | -26.9% |
| 6M | -39.5% | +0.5% | -40.0% | -39.9% |
| YTD | +37.2% | +26.3% | +10.9% | +22.3% |
| 1Y | +35.4% | +25.7% | +9.8% | +20.9% |
| 3Y | +359.7% | +85.1% | +274.6% | +246.2% |
| 5Y | +244.0% | +216.4% | +27.6% | +112.6% |
| All | +244.0% | +217.1% | +26.9% | +112.6% |
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