+459.7%
GLW vs EWT
+193.0%
+266.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.5% | -0.6% | -0.7% |
| 7D | +11.7% | -1.1% | +12.8% | +13.0% |
| 30D | +2.7% | +4.8% | -2.1% | -1.8% |
| 3M | -2.8% | +11.1% | -14.0% | -9.9% |
| 6M | +20.2% | +54.6% | -34.5% | -13.6% |
| YTD | +87.3% | +71.4% | +15.8% | +26.7% |
| 1Y | +119.6% | +82.1% | +37.5% | +43.5% |
| All | +459.7% | +193.0% | +266.7% | +171.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling