+196.5%
GLW vs EWT
+594.1%
-397.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.9% | +3.8% | +4.4% |
| 7D | +3.8% | +4.0% | -0.2% | +1.0% |
| 30D | -1.3% | +10.3% | -11.7% | -7.8% |
| 3M | -21.8% | +6.1% | -27.9% | -23.4% |
| 6M | +6.9% | +56.6% | -49.7% | -19.4% |
| YTD | +77.2% | +76.6% | +0.6% | +23.7% |
| 1Y | +123.2% | +97.9% | +25.4% | +44.9% |
| 3Y | +400.0% | +198.0% | +202.0% | +141.9% |
| 5Y | +342.8% | +151.8% | +191.0% | +138.6% |
| 10Y | +771.4% | +514.1% | +257.3% | +160.4% |
| All | +196.5% | +594.1% | -397.6% | -57.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling