+382.5%
GLW vs ETR
+129.9%
+252.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +1.2% | +6.4% | +7.1% |
| 7D | +14.0% | +1.4% | +12.6% | +13.4% |
| 30D | +0.4% | +1.9% | -1.5% | -0.3% |
| 3M | -11.3% | +1.0% | -12.3% | -11.6% |
| 6M | +35.1% | +4.8% | +30.2% | +32.5% |
| YTD | +90.5% | +19.5% | +71.0% | +78.6% |
| 1Y | +132.0% | +28.1% | +103.9% | +112.7% |
| 3Y | +463.3% | +151.1% | +312.2% | +312.4% |
| 5Y | +382.5% | +125.2% | +257.3% | +248.3% |
| All | +382.5% | +129.9% | +252.6% | +248.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling