+4,542.6%
GLW vs DD
+961.9%
+3,580.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.4% | +5.3% | +5.5% |
| 7D | +3.8% | -3.5% | +7.3% | +5.4% |
| 30D | -1.3% | -10.3% | +9.0% | +3.6% |
| 3M | -21.8% | -7.5% | -14.3% | -19.1% |
| 6M | +6.9% | -8.0% | +14.9% | +11.6% |
| YTD | +77.2% | +10.5% | +66.7% | +70.0% |
| 1Y | +123.2% | +38.3% | +85.0% | +92.8% |
| 3Y | +400.0% | +42.5% | +357.5% | +315.0% |
| 5Y | +342.8% | +60.2% | +282.6% | +243.9% |
| 10Y | +771.4% | +68.9% | +702.5% | +532.9% |
| All | +4,542.6% | +961.9% | +3,580.7% | +1,211.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling