+542.4%
GLW vs EW
+236.4%
+306.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +2.5% | +6.7% | +8.4% |
| 7D | -5.9% | +12.3% | -18.2% | -9.7% |
| 30D | -26.0% | +22.9% | -48.9% | -31.3% |
| 3M | -29.9% | +16.7% | -46.6% | -34.0% |
| 6M | -37.8% | +31.0% | -68.7% | -44.2% |
| YTD | +33.1% | +22.8% | +10.3% | +22.3% |
| 1Y | +36.8% | +25.6% | +11.3% | +24.6% |
| 3Y | +356.1% | +62.0% | +294.1% | +254.8% |
| 5Y | +243.8% | -12.8% | +256.6% | +235.9% |
| 10Y | +542.4% | +239.8% | +302.6% | +290.0% |
| All | +542.4% | +236.4% | +306.0% | +290.0% |
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