+243.8%
GLW vs DG
-32.0%
+275.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +2.2% | +7.1% | +9.2% |
| 7D | -5.9% | +0.7% | -6.5% | -5.8% |
| 30D | -26.0% | +7.4% | -33.4% | -26.1% |
| 3M | -29.9% | +8.5% | -38.4% | -30.0% |
| 6M | -37.8% | +21.9% | -59.6% | -38.4% |
| YTD | +33.1% | +4.9% | +28.2% | +33.4% |
| 1Y | +36.8% | +40.4% | -3.6% | +34.0% |
| 3Y | +356.1% | +23.5% | +332.6% | +344.3% |
| 5Y | +243.8% | -32.3% | +276.1% | +270.6% |
| All | +243.8% | -32.0% | +275.8% | +270.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling