+131.3%
GLW vs DG
+21.0%
+110.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -4.0% | +11.6% | +6.9% |
| 7D | +14.0% | -2.5% | +16.5% | +13.6% |
| 30D | +0.4% | +1.0% | -0.7% | +0.7% |
| 3M | -11.3% | +20.3% | -31.7% | -9.9% |
| 6M | +35.1% | -11.7% | +46.8% | +40.4% |
| YTD | +90.5% | -2.3% | +92.9% | +97.2% |
| All | +131.3% | +21.0% | +110.2% | +139.5% |
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