+1,272.4%
GLW vs DG
+606.1%
+666.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.5% | +4.2% | +5.4% |
| 7D | +3.8% | +8.4% | -4.6% | +2.3% |
| 30D | -1.3% | +4.9% | -6.3% | -2.3% |
| 3M | -21.8% | +29.3% | -51.1% | -25.8% |
| 6M | +6.9% | -11.3% | +18.2% | +8.5% |
| YTD | +77.2% | +1.8% | +75.4% | +74.9% |
| 1Y | +123.2% | +25.3% | +97.9% | +110.2% |
| 3Y | +400.0% | +9.1% | +390.9% | +366.1% |
| 5Y | +342.8% | -34.9% | +377.7% | +364.0% |
| 10Y | +771.4% | +108.2% | +663.2% | +582.2% |
| All | +1,272.4% | +606.1% | +666.4% | +619.0% |
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