+232.7%
GLW vs EW
-7.9%
+240.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.3% | -5.6% | -4.6% |
| 7D | +7.7% | +4.9% | +2.8% | +6.7% |
| 30D | -18.8% | +23.9% | -42.8% | -22.7% |
| 3M | -27.7% | +15.8% | -43.5% | -30.3% |
| 6M | -44.4% | +31.7% | -76.1% | -48.2% |
| YTD | +31.3% | +25.7% | +5.6% | +23.6% |
| 1Y | +40.0% | +24.4% | +15.6% | +32.2% |
| 3Y | +339.2% | +65.9% | +273.4% | +268.3% |
| All | +232.7% | -7.9% | +240.7% | +220.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling