+40.6%
GLW vs EW
+19.7%
+20.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +4.4% | -10.2% | -6.1% |
| 7D | -9.5% | +8.3% | -17.7% | -10.0% |
| 30D | -25.5% | +13.9% | -39.4% | -26.3% |
| 3M | -25.6% | +10.9% | -36.5% | -26.1% |
| 6M | -25.5% | +19.2% | -44.7% | -27.9% |
| YTD | +36.4% | +16.6% | +19.8% | +34.6% |
| 1Y | +40.6% | +18.1% | +22.5% | +37.7% |
| All | +40.6% | +19.7% | +20.9% | +37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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