+27.7%
GLW vs D
+16.4%
+11.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.5% | -3.2% |
| 7D | -11.1% | +2.4% | -13.5% | -10.5% |
| 30D | -28.4% | +10.9% | -39.4% | -27.0% |
| 3M | -28.8% | +2.8% | -31.6% | -27.8% |
| 6M | -39.8% | +12.7% | -52.5% | -39.0% |
| YTD | +28.7% | +20.3% | +8.4% | +29.0% |
| 1Y | +27.7% | +17.1% | +10.6% | +29.2% |
| All | +27.7% | +16.4% | +11.3% | +29.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling