+233.4%
GLW vs DE
+107.4%
+126.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -3.1% |
| 7D | -11.1% | +3.3% | -14.4% | -12.0% |
| 30D | -28.4% | +10.7% | -39.2% | -31.0% |
| 3M | -28.8% | +13.1% | -41.9% | -32.4% |
| 6M | -39.8% | +20.2% | -60.0% | -44.1% |
| YTD | +28.7% | +48.9% | -20.1% | +10.9% |
| 1Y | +27.7% | +46.6% | -18.9% | +10.3% |
| 3Y | +331.3% | +91.4% | +240.0% | +234.5% |
| 5Y | +233.4% | +108.1% | +125.3% | +141.0% |
| All | +233.4% | +107.4% | +126.1% | +141.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling