+410.2%
GLW vs EW
+17.9%
+392.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.1% | +5.6% | +5.7% |
| 7D | +3.8% | -0.3% | +4.1% | +3.8% |
| 30D | -1.3% | +1.0% | -2.4% | -1.6% |
| 3M | -21.8% | +2.8% | -24.6% | -22.4% |
| 6M | +6.9% | +5.5% | +1.4% | +5.4% |
| YTD | +77.2% | +5.5% | +71.7% | +74.7% |
| 1Y | +123.2% | +11.0% | +112.2% | +118.0% |
| All | +410.2% | +17.9% | +392.4% | +364.2% |
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