+421.2%
GLW vs DG
+12.2%
+409.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.5% | +4.2% | +5.7% |
| 7D | +3.8% | +8.4% | -4.6% | +4.1% |
| 30D | -1.3% | +4.9% | -6.3% | -1.1% |
| 3M | -21.8% | +29.3% | -51.1% | -21.4% |
| 6M | +6.9% | -11.3% | +18.2% | +8.1% |
| YTD | +77.2% | +1.8% | +75.4% | +78.8% |
| 1Y | +123.2% | +25.3% | +97.9% | +124.8% |
| All | +421.2% | +12.2% | +409.0% | +430.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling