+867.9%
GLW vs ETR
+288.4%
+579.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +2.1% |
| 7D | +16.9% | +0.4% | +16.5% | +16.7% |
| 30D | +7.0% | +2.0% | +4.9% | +6.0% |
| 3M | -3.0% | -1.7% | -1.3% | -2.1% |
| 6M | +31.0% | +3.6% | +27.4% | +28.7% |
| YTD | +93.4% | +18.0% | +75.4% | +79.2% |
| 1Y | +134.7% | +26.2% | +108.5% | +111.0% |
| 3Y | +471.8% | +148.0% | +323.8% | +267.6% |
| 5Y | +394.5% | +126.1% | +268.4% | +226.3% |
| 10Y | +867.9% | +302.3% | +565.7% | +465.6% |
| All | +867.9% | +288.4% | +579.5% | +465.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling