+410.2%
GLW vs D
+56.9%
+353.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.4% | +7.1% | +5.9% |
| 7D | +3.8% | +0.4% | +3.3% | +3.7% |
| 30D | -1.3% | -3.6% | +2.2% | -0.9% |
| 3M | -21.8% | -1.0% | -20.8% | -21.9% |
| 6M | +6.9% | +6.3% | +0.6% | +5.5% |
| YTD | +77.2% | +14.7% | +62.4% | +72.5% |
| 1Y | +123.2% | +16.9% | +106.3% | +116.4% |
| All | +410.2% | +56.9% | +353.3% | +343.6% |
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