+562.0%
GLW vs DAR
+290.1%
+271.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +5.1% | +2.4% | +5.9% |
| 7D | +1.4% | +3.6% | -2.2% | +0.6% |
| 30D | -18.2% | -11.3% | -6.9% | -15.0% |
| 3M | -24.2% | -13.1% | -11.1% | -21.1% |
| 6M | -41.7% | -15.1% | -26.6% | -39.2% |
| YTD | +38.3% | +50.5% | -12.2% | +20.9% |
| 1Y | +38.2% | +57.9% | -19.7% | +18.8% |
| 3Y | +363.4% | +28.9% | +334.4% | +299.8% |
| 5Y | +254.6% | -31.4% | +286.0% | +268.6% |
| 10Y | +562.0% | +301.0% | +260.9% | +226.4% |
| All | +562.0% | +290.1% | +271.9% | +226.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 10y: compounded portfolio wealth divided by compounded DAR 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…
10y analysis · Full analysis span regression · 6 months rolling