+2,899.3%
GLW vs DAR
+1,762.6%
+1,136.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.9% | +6.5% | +5.8% |
| 7D | +3.8% | +1.4% | +2.4% | +3.6% |
| 30D | -1.3% | +12.8% | -14.1% | -2.4% |
| 3M | -21.8% | +7.4% | -29.2% | -22.4% |
| 6M | +6.9% | +22.3% | -15.4% | +5.0% |
| YTD | +77.2% | +81.1% | -3.9% | +68.7% |
| 1Y | +123.2% | +106.5% | +16.8% | +110.0% |
| 3Y | +400.0% | +5.3% | +394.7% | +390.2% |
| 5Y | +342.8% | -11.5% | +354.4% | +337.4% |
| 10Y | +771.4% | +353.3% | +418.0% | +665.9% |
| All | +2,899.3% | +1,762.6% | +1,136.8% | +2,647.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling