+307.7%
GLW vs EW
+51.9%
+255.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.3% | +1.3% | +2.4% |
| 7D | -13.9% | +11.0% | -24.9% | -15.3% |
| 30D | -35.0% | +19.1% | -54.1% | -36.8% |
| 3M | -32.4% | +14.4% | -46.7% | -33.9% |
| 6M | -41.3% | +22.8% | -64.1% | -43.7% |
| YTD | +21.8% | +19.8% | +2.0% | +17.6% |
| 1Y | +21.8% | +23.9% | -2.0% | +16.9% |
| 3Y | +307.7% | +52.2% | +255.4% | +259.2% |
| All | +307.7% | +51.9% | +255.7% | +259.2% |
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