+40.6%
GLW vs DG
+45.3%
-4.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +8.5% | -14.4% | -3.6% |
| 7D | -9.5% | +12.3% | -21.7% | -6.5% |
| 30D | -25.5% | +19.3% | -44.8% | -22.0% |
| 3M | -25.6% | +11.9% | -37.4% | -22.9% |
| 6M | -25.5% | +25.0% | -50.5% | -21.6% |
| YTD | +36.4% | +8.7% | +27.6% | +46.2% |
| 1Y | +40.6% | +44.7% | -4.1% | +49.9% |
| All | +40.6% | +45.3% | -4.7% | +49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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