+132.0%
GLW vs DAR
+108.5%
+23.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +2.9% | +4.6% | +7.0% |
| 7D | +14.0% | -0.9% | +14.9% | +14.2% |
| 30D | +0.4% | +13.0% | -12.6% | -2.1% |
| 3M | -11.3% | +15.0% | -26.3% | -13.7% |
| 6M | +35.1% | +26.8% | +8.2% | +27.3% |
| YTD | +90.5% | +86.4% | +4.1% | +68.1% |
| 1Y | +132.0% | +115.1% | +16.9% | +103.0% |
| All | +132.0% | +108.5% | +23.5% | +103.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling