+359.0%
GLW vs EW
+60.7%
+298.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +15.5% | +4.9% | +10.6% | +14.8% |
| 30D | -19.6% | +24.1% | -43.6% | -22.2% |
| 3M | -28.5% | +13.7% | -42.2% | -29.9% |
| 6M | -39.5% | +32.7% | -72.2% | -42.6% |
| YTD | +37.2% | +24.1% | +13.1% | +31.8% |
| 1Y | +35.4% | +23.6% | +11.8% | +30.2% |
| All | +359.0% | +60.7% | +298.3% | +300.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling