+331.3%
GLW vs ETR
+152.8%
+178.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.2% | -3.3% |
| 7D | -11.1% | +2.6% | -13.7% | -12.1% |
| 30D | -28.4% | +8.7% | -37.1% | -31.3% |
| 3M | -28.8% | +6.4% | -35.2% | -30.7% |
| 6M | -39.8% | +0.7% | -40.5% | -40.0% |
| YTD | +28.7% | +23.0% | +5.7% | +19.0% |
| 1Y | +27.7% | +17.9% | +9.8% | +19.7% |
| 3Y | +331.3% | +154.9% | +176.4% | +241.8% |
| All | +331.3% | +152.8% | +178.5% | +241.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling