+134.7%
GLW vs DD
+33.7%
+101.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.6% | +4.1% | +3.1% |
| 7D | +16.9% | -3.8% | +20.6% | +19.7% |
| 30D | +7.0% | -9.2% | +16.2% | +13.8% |
| 3M | -3.0% | -9.0% | +6.0% | +2.8% |
| 6M | +31.0% | -5.0% | +35.9% | +36.5% |
| YTD | +93.4% | +7.4% | +86.0% | +97.4% |
| 1Y | +134.7% | +35.1% | +99.6% | +129.4% |
| All | +134.7% | +33.7% | +101.1% | +129.4% |
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