+27.7%
GLW vs DD
+33.0%
-5.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.1% | -4.4% | -4.2% |
| 7D | -11.1% | +2.2% | -13.3% | -12.4% |
| 30D | -28.4% | +20.7% | -49.1% | -38.3% |
| 3M | -28.8% | +11.3% | -40.1% | -34.4% |
| 6M | -39.8% | +6.0% | -45.8% | -42.1% |
| YTD | +28.7% | +31.7% | -3.0% | +7.6% |
| 1Y | +27.7% | +32.2% | -4.5% | +7.3% |
| All | +27.7% | +33.0% | -5.3% | +7.3% |
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