+382.5%
GLW vs EWT
+154.5%
+228.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.6% | +8.1% | +8.1% |
| 7D | +14.0% | +1.6% | +12.4% | +12.4% |
| 30D | +0.4% | +8.2% | -7.8% | -6.4% |
| 3M | -11.3% | +11.1% | -22.4% | -17.6% |
| 6M | +35.1% | +60.4% | -25.4% | -4.9% |
| YTD | +90.5% | +75.6% | +15.0% | +27.1% |
| 1Y | +132.0% | +91.3% | +40.7% | +46.5% |
| 3Y | +463.3% | +200.3% | +263.0% | +155.1% |
| 5Y | +382.5% | +156.4% | +226.1% | +137.9% |
| All | +382.5% | +154.5% | +228.0% | +137.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling