+3,273.8%
GLW vs DE
+14,755.9%
-11,482.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -3.1% |
| 7D | -11.1% | +3.3% | -14.4% | -12.2% |
| 30D | -28.4% | +10.7% | -39.2% | -31.5% |
| 3M | -28.8% | +13.1% | -41.9% | -32.9% |
| 6M | -39.8% | +20.2% | -60.0% | -44.7% |
| YTD | +28.7% | +48.9% | -20.1% | +7.9% |
| 1Y | +27.7% | +46.6% | -18.9% | +7.4% |
| 3Y | +331.3% | +91.4% | +240.0% | +217.9% |
| 5Y | +233.4% | +108.1% | +125.3% | +130.4% |
| 10Y | +521.8% | +782.7% | -260.9% | +136.3% |
| All | +3,273.8% | +14,755.9% | -11,482.1% | +389.6% |
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