+342.1%
GLW vs DAR
-11.0%
+353.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.9% | +6.5% | +5.9% |
| 7D | +3.8% | +1.4% | +2.4% | +3.4% |
| 30D | -1.3% | +12.8% | -14.1% | -4.2% |
| 3M | -21.8% | +7.4% | -29.2% | -23.3% |
| 6M | +6.9% | +22.3% | -15.4% | +1.6% |
| YTD | +77.2% | +81.1% | -3.9% | +54.9% |
| 1Y | +123.2% | +106.5% | +16.8% | +88.8% |
| 3Y | +400.0% | +5.3% | +394.7% | +384.9% |
| All | +342.1% | -11.0% | +353.1% | +336.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling