+134.7%
GLW vs EWT
+90.7%
+44.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.2% |
| 7D | +16.9% | +2.1% | +14.8% | +13.6% |
| 30D | +7.0% | +9.4% | -2.4% | -5.4% |
| 3M | -3.0% | +10.9% | -13.8% | -13.7% |
| 6M | +31.0% | +57.9% | -27.0% | -25.8% |
| YTD | +93.4% | +75.9% | +17.5% | -2.6% |
| 1Y | +134.7% | +89.7% | +45.0% | +7.1% |
| All | +134.7% | +90.7% | +44.1% | +7.1% |
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