+867.9%
GLW vs DG
+102.6%
+765.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.6% | +4.1% | +1.9% |
| 7D | +16.9% | -4.8% | +21.7% | +17.7% |
| 30D | +7.0% | +1.8% | +5.2% | +6.5% |
| 3M | -3.0% | +14.5% | -17.4% | -5.7% |
| 6M | +31.0% | -13.6% | +44.5% | +33.4% |
| YTD | +93.4% | -4.8% | +98.3% | +93.2% |
| 1Y | +134.7% | +21.6% | +113.2% | +122.5% |
| 3Y | +471.8% | +4.5% | +467.3% | +437.6% |
| 5Y | +394.5% | -38.5% | +432.9% | +436.2% |
| 10Y | +867.9% | +102.2% | +765.7% | +649.1% |
| All | +867.9% | +102.6% | +765.3% | +649.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling