+837.6%
GLW vs DD
+69.4%
+768.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.2% | +7.8% | +7.7% |
| 7D | +14.0% | -0.6% | +14.6% | +14.4% |
| 30D | +0.4% | -7.4% | +7.8% | +4.8% |
| 3M | -11.3% | -6.4% | -4.9% | -8.3% |
| 6M | +35.1% | -2.5% | +37.5% | +37.5% |
| YTD | +90.5% | +10.2% | +80.3% | +81.3% |
| 1Y | +132.0% | +36.9% | +95.1% | +95.2% |
| 3Y | +463.3% | +47.0% | +416.3% | +339.0% |
| 5Y | +382.5% | +63.1% | +319.4% | +244.8% |
| 10Y | +837.6% | +68.2% | +769.5% | +473.9% |
| All | +837.6% | +69.4% | +768.3% | +473.9% |
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