+767.2%
GLW vs EW
+133.1%
+634.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.1% | +5.6% | +5.6% |
| 7D | +3.8% | -0.3% | +4.1% | +3.9% |
| 30D | -1.3% | +1.0% | -2.4% | -1.9% |
| 3M | -21.8% | +2.8% | -24.6% | -22.9% |
| 6M | +6.9% | +5.5% | +1.4% | +4.2% |
| YTD | +77.2% | +5.5% | +71.7% | +72.6% |
| 1Y | +123.2% | +11.0% | +112.2% | +112.9% |
| 3Y | +400.0% | +17.7% | +382.3% | +343.1% |
| 5Y | +342.8% | -25.7% | +368.6% | +357.9% |
| All | +767.2% | +133.1% | +634.1% | +494.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling