+356.1%
GLW vs D
+71.1%
+285.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -0.5% | +9.8% | +9.3% |
| 7D | -5.9% | +0.8% | -6.7% | -5.9% |
| 30D | -26.0% | +10.7% | -36.7% | -26.5% |
| 3M | -29.9% | +2.3% | -32.2% | -29.9% |
| 6M | -37.8% | +12.5% | -50.3% | -38.6% |
| YTD | +33.1% | +20.1% | +13.0% | +29.9% |
| 1Y | +36.8% | +15.6% | +21.3% | +34.3% |
| 3Y | +356.1% | +75.2% | +280.9% | +301.7% |
| All | +356.1% | +71.1% | +285.0% | +301.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling