+612.4%
GLW vs ET
+1,310.3%
-697.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.1% | -4.2% | -4.3% |
| 7D | +7.7% | +2.5% | +5.2% | +7.0% |
| 30D | -18.8% | -2.5% | -16.4% | -18.3% |
| 3M | -27.7% | -4.9% | -22.9% | -26.8% |
| 6M | -44.4% | -0.1% | -44.4% | -44.6% |
| YTD | +31.3% | +26.2% | +5.1% | +22.6% |
| 1Y | +40.0% | +25.2% | +14.9% | +31.0% |
| 3Y | +339.2% | +84.2% | +255.0% | +270.5% |
| 5Y | +229.2% | +216.1% | +13.1% | +140.0% |
| 10Y | +528.4% | +160.7% | +367.7% | +347.6% |
| All | +612.4% | +1,310.3% | -697.9% | +74.5% |
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