-36.0%
GLW vs D
+12.4%
-48.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -0.2% | -12.8% | -13.0% |
| 7D | -19.7% | +6.9% | -26.7% | -16.2% |
| 30D | -38.8% | +12.3% | -51.1% | -34.2% |
| 3M | -33.9% | +3.0% | -36.9% | -32.0% |
| 6M | -36.0% | +12.8% | -48.8% | -32.1% |
| All | -36.0% | +12.4% | -48.4% | -32.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling