+521.8%
GLW vs DG
+119.6%
+402.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.5% | -3.8% | -3.4% |
| 7D | -11.1% | +5.2% | -16.3% | -11.7% |
| 30D | -28.4% | +7.9% | -36.4% | -29.4% |
| 3M | -28.8% | +12.7% | -41.5% | -30.4% |
| 6M | -39.8% | +22.4% | -62.2% | -42.5% |
| YTD | +28.7% | +5.4% | +23.3% | +26.3% |
| 1Y | +27.7% | +39.4% | -11.7% | +18.2% |
| 3Y | +331.3% | +24.1% | +307.2% | +290.1% |
| 5Y | +233.4% | -32.2% | +265.6% | +256.2% |
| 10Y | +521.8% | +111.8% | +410.0% | +369.3% |
| All | +521.8% | +119.6% | +402.2% | +369.3% |
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