+35.4%
GLW vs DD
+29.4%
+6.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.3% |
| 7D | +15.5% | +6.7% | +8.8% | +9.6% |
| 30D | -19.6% | +19.4% | -39.0% | -30.0% |
| 3M | -28.5% | +7.6% | -36.1% | -32.4% |
| 6M | -39.5% | +2.9% | -42.4% | -40.5% |
| YTD | +37.2% | +29.9% | +7.3% | +16.0% |
| 1Y | +35.4% | +28.6% | +6.8% | +15.8% |
| All | +35.4% | +29.4% | +6.0% | +15.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling