+767.2%
GLW vs D
+35.0%
+732.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.4% | +7.1% | +6.2% |
| 7D | +3.8% | +0.4% | +3.3% | +3.6% |
| 30D | -1.3% | -3.6% | +2.2% | 0.0% |
| 3M | -21.8% | -1.0% | -20.8% | -21.9% |
| 6M | +6.9% | +6.3% | +0.6% | +3.4% |
| YTD | +77.2% | +14.7% | +62.4% | +66.2% |
| 1Y | +123.2% | +16.9% | +106.3% | +107.1% |
| 3Y | +400.0% | +56.8% | +343.2% | +296.9% |
| 5Y | +342.8% | +5.2% | +337.6% | +317.3% |
| All | +767.2% | +35.0% | +732.2% | +664.2% |
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