+4,542.6%
GLW vs DE
+14,847.5%
-10,304.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.1% | +5.8% | +5.7% |
| 7D | +3.8% | +10.0% | -6.3% | -0.4% |
| 30D | -1.3% | +13.3% | -14.7% | -6.7% |
| 3M | -21.8% | +17.5% | -39.3% | -27.2% |
| 6M | +6.9% | +13.6% | -6.7% | +1.3% |
| YTD | +77.2% | +49.8% | +27.4% | +48.6% |
| 1Y | +123.2% | +47.9% | +75.4% | +87.7% |
| 3Y | +400.0% | +72.5% | +327.5% | +285.7% |
| 5Y | +342.8% | +90.2% | +252.6% | +218.1% |
| 10Y | +771.4% | +865.4% | -94.0% | +221.0% |
| All | +4,542.6% | +14,847.5% | -10,304.9% | +574.6% |
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