+867.9%
GLW vs EWT
+510.6%
+357.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.3% |
| 7D | +16.9% | +2.1% | +14.8% | +14.7% |
| 30D | +7.0% | +9.4% | -2.4% | -1.2% |
| 3M | -3.0% | +10.9% | -13.8% | -9.7% |
| 6M | +31.0% | +57.9% | -27.0% | -8.6% |
| YTD | +93.4% | +75.9% | +17.5% | +24.9% |
| 1Y | +134.7% | +89.7% | +45.0% | +43.3% |
| 3Y | +471.8% | +200.9% | +270.9% | +133.7% |
| 5Y | +394.5% | +154.5% | +240.0% | +130.3% |
| 10Y | +867.9% | +520.8% | +347.1% | +121.0% |
| All | +867.9% | +510.6% | +357.3% | +121.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 10y: compounded portfolio wealth divided by compounded EWT 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…
10y analysis · Full analysis span regression · 6 months rolling