+27.7%
GLW vs EWT
+51.4%
-23.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.3% | -1.9% |
| 7D | -11.1% | -3.7% | -7.5% | -6.3% |
| 30D | -28.4% | -17.2% | -11.3% | -6.4% |
| 3M | -28.8% | -7.3% | -21.4% | -20.1% |
| 6M | -39.8% | -1.5% | -38.3% | -36.2% |
| YTD | +28.7% | +49.0% | -20.3% | -22.5% |
| 1Y | +27.7% | +50.6% | -22.9% | -23.9% |
| All | +27.7% | +51.4% | -23.7% | -23.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling