+861.3%
GLW vs ET
+1,435.0%
-573.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.3% | +5.4% | +5.6% |
| 7D | +3.8% | +0.9% | +2.9% | +3.5% |
| 30D | -1.3% | +7.5% | -8.8% | -3.3% |
| 3M | -21.8% | +11.4% | -33.2% | -24.2% |
| 6M | +6.9% | +18.5% | -11.6% | +1.6% |
| YTD | +77.2% | +37.4% | +39.8% | +61.7% |
| 1Y | +123.2% | +30.9% | +92.3% | +106.3% |
| 3Y | +400.0% | +98.7% | +301.3% | +313.1% |
| 5Y | +342.8% | +230.7% | +112.1% | +218.2% |
| 10Y | +771.4% | +175.6% | +595.8% | +508.0% |
| All | +861.3% | +1,435.0% | -573.7% | +130.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling