+40.0%
GLW vs EWT
+56.8%
-16.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.1% | -4.4% | -4.5% |
| 7D | +7.7% | +9.1% | -1.4% | -4.3% |
| 30D | -18.8% | -12.2% | -6.6% | -2.5% |
| 3M | -27.7% | -9.4% | -18.3% | -16.3% |
| 6M | -44.4% | +2.7% | -47.1% | -44.3% |
| YTD | +31.3% | +53.3% | -22.0% | -21.1% |
| 1Y | +40.0% | +59.2% | -19.1% | -19.4% |
| All | +40.0% | +56.8% | -16.7% | -19.4% |
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