+3,012.0%
GLW vs D
+2,488.7%
+523.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -0.2% | -12.8% | -12.9% |
| 7D | -19.7% | +6.9% | -26.7% | -22.1% |
| 30D | -38.8% | +12.3% | -51.1% | -42.0% |
| 3M | -33.9% | +3.0% | -36.9% | -35.0% |
| 6M | -36.0% | +12.8% | -48.8% | -40.0% |
| YTD | +18.7% | +22.6% | -3.8% | +7.5% |
| 1Y | +19.8% | +21.7% | -1.9% | +8.5% |
| 3Y | +294.3% | +83.9% | +210.4% | +191.5% |
| 5Y | +205.7% | +14.0% | +191.8% | +173.8% |
| 10Y | +493.8% | +45.6% | +448.2% | +366.8% |
| All | +3,012.0% | +2,488.7% | +523.4% | +643.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling