+232.7%
GLW vs D
+13.1%
+219.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.2% | -4.5% | -4.3% |
| 7D | +7.7% | -1.4% | +9.1% | +8.0% |
| 30D | -18.8% | +7.7% | -26.6% | -20.1% |
| 3M | -27.7% | -0.3% | -27.5% | -27.8% |
| 6M | -44.4% | +10.1% | -54.5% | -45.9% |
| YTD | +31.3% | +19.1% | +12.2% | +25.4% |
| 1Y | +40.0% | +15.9% | +24.1% | +34.4% |
| 3Y | +339.2% | +75.0% | +264.2% | +267.9% |
| All | +232.7% | +13.1% | +219.7% | +216.5% |
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