+233.4%
GLW vs D
+14.3%
+219.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.5% | -3.3% |
| 7D | -11.1% | +2.4% | -13.5% | -11.5% |
| 30D | -28.4% | +10.9% | -39.4% | -29.9% |
| 3M | -28.8% | +2.8% | -31.6% | -29.2% |
| 6M | -39.8% | +12.7% | -52.5% | -41.6% |
| YTD | +28.7% | +20.3% | +8.4% | +22.8% |
| 1Y | +27.7% | +17.1% | +10.6% | +22.5% |
| 3Y | +331.3% | +75.1% | +256.2% | +262.4% |
| 5Y | +233.4% | +13.1% | +220.3% | +217.9% |
| All | +233.4% | +14.3% | +219.2% | +217.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling