+240.8%
GLW vs EW
+6,974.1%
-6,733.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.1% | +5.6% | +5.6% |
| 7D | +3.8% | -0.3% | +4.1% | +3.9% |
| 30D | -1.3% | +1.0% | -2.4% | -1.8% |
| 3M | -21.8% | +2.8% | -24.6% | -22.7% |
| 6M | +6.9% | +5.5% | +1.4% | +4.7% |
| YTD | +77.2% | +5.5% | +71.7% | +73.4% |
| 1Y | +123.2% | +11.0% | +112.2% | +114.8% |
| 3Y | +400.0% | +17.7% | +382.3% | +356.1% |
| 5Y | +342.8% | -25.7% | +368.6% | +351.8% |
| 10Y | +771.4% | +132.8% | +638.6% | +534.7% |
| All | +240.8% | +6,974.1% | -6,733.3% | -3.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling