+542.4%
GLW vs DAR
+288.2%
+254.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +4.7% | +4.6% | +7.8% |
| 7D | -5.9% | -2.8% | -3.1% | -4.9% |
| 30D | -26.0% | -12.8% | -13.2% | -22.8% |
| 3M | -29.9% | -11.6% | -18.3% | -27.6% |
| 6M | -37.8% | -16.8% | -21.0% | -34.8% |
| YTD | +33.1% | +45.9% | -12.8% | +17.4% |
| 1Y | +36.8% | +61.5% | -24.7% | +16.8% |
| 3Y | +356.1% | +23.0% | +333.1% | +299.4% |
| 5Y | +243.8% | -35.8% | +279.7% | +265.4% |
| 10Y | +542.4% | +280.4% | +262.0% | +221.5% |
| All | +542.4% | +288.2% | +254.1% | +221.5% |
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