+4,542.6%
GLW vs ETR
+4,412.2%
+130.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.5% | +6.2% | +5.9% |
| 7D | +3.8% | +1.4% | +2.3% | +3.2% |
| 30D | -1.3% | +1.0% | -2.3% | -1.6% |
| 3M | -21.8% | -1.3% | -20.6% | -21.5% |
| 6M | +6.9% | +1.9% | +5.0% | +6.2% |
| YTD | +77.2% | +18.2% | +59.0% | +67.6% |
| 1Y | +123.2% | +24.7% | +98.6% | +107.4% |
| 3Y | +400.0% | +150.7% | +249.3% | +262.0% |
| 5Y | +342.8% | +127.0% | +215.8% | +228.1% |
| 10Y | +771.4% | +295.5% | +475.9% | +438.3% |
| All | +4,542.6% | +4,412.2% | +130.3% | +1,477.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling