+931.3%
GLW vs DG
+628.1%
+303.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +2.2% | +7.1% | +8.9% |
| 7D | -5.9% | +0.7% | -6.5% | -6.1% |
| 30D | -26.0% | +7.4% | -33.4% | -27.1% |
| 3M | -29.9% | +8.5% | -38.4% | -31.3% |
| 6M | -37.8% | +21.9% | -59.6% | -40.8% |
| YTD | +33.1% | +4.9% | +28.2% | +30.1% |
| 1Y | +36.8% | +40.4% | -3.6% | +25.7% |
| 3Y | +356.1% | +23.5% | +332.6% | +311.5% |
| 5Y | +243.8% | -32.3% | +276.1% | +255.9% |
| 10Y | +542.4% | +119.3% | +423.1% | +395.9% |
| All | +931.3% | +628.1% | +303.3% | +434.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling