+3,495.5%
GLW vs DE
+14,564.7%
-11,069.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | 0.0% |
| 7D | +15.5% | +2.3% | +13.2% | +14.6% |
| 30D | -19.6% | +4.4% | -24.0% | -21.0% |
| 3M | -28.5% | +9.8% | -38.3% | -31.7% |
| 6M | -39.5% | +15.8% | -55.3% | -43.5% |
| YTD | +37.2% | +47.0% | -9.8% | +15.6% |
| 1Y | +35.4% | +42.8% | -7.4% | +15.2% |
| 3Y | +359.7% | +88.9% | +270.8% | +240.6% |
| 5Y | +244.0% | +101.9% | +142.1% | +140.7% |
| 10Y | +556.7% | +767.5% | -210.8% | +151.3% |
| All | +3,495.5% | +14,564.7% | -11,069.2% | +424.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling