+3,093.2%
GLW vs DD
+1,082.4%
+2,010.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +2.1% |
| 7D | -13.9% | +4.6% | -18.6% | -15.6% |
| 30D | -35.0% | +11.8% | -46.8% | -38.2% |
| 3M | -32.4% | +2.2% | -34.5% | -32.9% |
| 6M | -41.3% | -1.6% | -39.7% | -40.8% |
| YTD | +21.8% | +23.0% | -1.2% | +11.5% |
| 1Y | +21.8% | +26.9% | -5.1% | +9.9% |
| 3Y | +307.7% | +77.9% | +229.8% | +207.3% |
| 5Y | +213.7% | +59.9% | +153.8% | +144.4% |
| 10Y | +509.3% | +90.1% | +419.2% | +320.3% |
| All | +3,093.2% | +1,082.4% | +2,010.9% | +760.3% |
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