+122.8%
GLW vs EWT
+491.8%
-369.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +7.2% | +2.1% | +4.1% |
| 7D | -5.9% | -5.0% | -0.9% | -2.0% |
| 30D | -26.0% | -16.3% | -9.7% | -15.4% |
| 3M | -29.9% | -7.2% | -22.7% | -25.1% |
| 6M | -37.8% | -0.5% | -37.3% | -35.3% |
| YTD | +33.1% | +50.6% | -17.4% | +5.3% |
| 1Y | +36.8% | +54.8% | -18.0% | +6.4% |
| 3Y | +356.1% | +155.5% | +200.6% | +149.2% |
| 5Y | +243.8% | +116.4% | +127.4% | +108.9% |
| 10Y | +542.4% | +421.4% | +121.0% | +118.7% |
| All | +122.8% | +491.8% | -369.0% | -63.5% |
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