+521.8%
GLW vs DD
+100.9%
+420.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.1% | -4.4% | -3.9% |
| 7D | -11.1% | +2.2% | -13.3% | -11.9% |
| 30D | -28.4% | +20.7% | -49.1% | -35.4% |
| 3M | -28.8% | +11.3% | -40.1% | -32.7% |
| 6M | -39.8% | +6.0% | -45.8% | -41.6% |
| YTD | +28.7% | +31.7% | -3.0% | +11.3% |
| 1Y | +27.7% | +32.2% | -4.5% | +10.1% |
| 3Y | +331.3% | +92.7% | +238.7% | +190.4% |
| 5Y | +233.4% | +72.1% | +161.3% | +133.6% |
| 10Y | +521.8% | +99.7% | +422.1% | +260.1% |
| All | +521.8% | +100.9% | +420.8% | +260.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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