+123.2%
GLW vs ETR
+23.8%
+99.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.5% | +6.2% | +6.1% |
| 7D | +3.8% | +1.4% | +2.3% | +2.5% |
| 30D | -1.3% | +1.0% | -2.3% | -2.0% |
| 3M | -21.8% | -1.3% | -20.6% | -21.2% |
| 6M | +6.9% | +1.9% | +5.0% | +3.8% |
| YTD | +77.2% | +18.2% | +59.0% | +51.9% |
| 1Y | +123.2% | +24.7% | +98.6% | +94.1% |
| All | +123.2% | +23.8% | +99.4% | +94.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 1y: compounded portfolio wealth divided by compounded ETR 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…
1y analysis · Full analysis span regression · 6 months rolling