+382.5%
GLW vs DG
-37.3%
+419.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -4.0% | +11.6% | +7.7% |
| 7D | +14.0% | -2.5% | +16.5% | +14.1% |
| 30D | +0.4% | +1.0% | -0.7% | +0.3% |
| 3M | -11.3% | +20.3% | -31.7% | -12.4% |
| 6M | +35.1% | -11.7% | +46.8% | +36.5% |
| YTD | +90.5% | -2.3% | +92.9% | +91.1% |
| 1Y | +132.0% | +20.0% | +112.0% | +128.6% |
| 3Y | +463.3% | +7.2% | +456.1% | +455.5% |
| 5Y | +382.5% | -37.9% | +420.4% | +413.5% |
| All | +382.5% | -37.3% | +419.8% | +413.5% |
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 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