+3,388.7%
GLW vs DD
+1,151.9%
+2,236.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +5.9% | +3.4% | +6.6% |
| 7D | -5.9% | +9.8% | -15.7% | -9.6% |
| 30D | -26.0% | +19.3% | -45.3% | -31.6% |
| 3M | -29.9% | +9.4% | -39.3% | -32.5% |
| 6M | -37.8% | +4.8% | -42.6% | -38.9% |
| YTD | +33.1% | +30.2% | +2.9% | +18.9% |
| 1Y | +36.8% | +32.2% | +4.6% | +21.4% |
| 3Y | +356.1% | +93.1% | +263.0% | +231.8% |
| 5Y | +243.8% | +68.0% | +175.8% | +162.3% |
| 10Y | +542.4% | +98.5% | +443.9% | +334.8% |
| All | +3,388.7% | +1,151.9% | +2,236.8% | +817.0% |
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