+123.2%
GLW vs DE
+49.4%
+73.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.1% | +5.8% | +5.7% |
| 7D | +3.8% | +10.0% | -6.3% | -0.9% |
| 30D | -1.3% | +13.3% | -14.7% | -7.3% |
| 3M | -21.8% | +17.5% | -39.3% | -27.7% |
| 6M | +6.9% | +13.6% | -6.7% | -2.2% |
| YTD | +77.2% | +49.8% | +27.4% | +57.6% |
| 1Y | +123.2% | +47.9% | +75.4% | +99.0% |
| All | +123.2% | +49.4% | +73.9% | +99.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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