+307.7%
GLW vs D
+79.5%
+228.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.1% | +2.7% |
| 7D | -13.9% | +3.0% | -16.9% | -14.0% |
| 30D | -35.0% | +11.5% | -46.5% | -35.5% |
| 3M | -32.4% | +3.7% | -36.1% | -32.4% |
| 6M | -41.3% | +13.5% | -54.9% | -42.2% |
| YTD | +21.8% | +20.7% | +1.1% | +18.9% |
| 1Y | +21.8% | +18.2% | +3.6% | +19.2% |
| 3Y | +307.7% | +73.3% | +234.4% | +260.7% |
| All | +307.7% | +79.5% | +228.1% | +260.7% |
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