+562.0%
GLW vs D
+47.5%
+514.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.5% | +7.9% | +7.6% |
| 7D | +1.4% | -2.4% | +3.8% | +2.3% |
| 30D | -18.2% | +9.0% | -27.2% | -21.2% |
| 3M | -24.2% | +1.0% | -25.1% | -24.8% |
| 6M | -41.7% | +11.0% | -52.7% | -44.8% |
| YTD | +38.3% | +19.8% | +18.5% | +27.0% |
| 1Y | +38.2% | +16.0% | +22.2% | +28.3% |
| 3Y | +363.4% | +74.4% | +289.0% | +250.2% |
| 5Y | +254.6% | +13.5% | +241.0% | +222.3% |
| 10Y | +562.0% | +48.4% | +513.6% | +473.3% |
| All | +562.0% | +47.5% | +514.5% | +473.3% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 10y: compounded portfolio wealth divided by compounded D 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…
10y analysis · Full analysis span regression · 6 months rolling