+123.2%
GLW vs DGX
+33.7%
+89.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.9% | +6.6% | +5.6% |
| 7D | +3.8% | -2.3% | +6.1% | +3.5% |
| 30D | -1.3% | +0.6% | -1.9% | -1.2% |
| 3M | -21.8% | +21.4% | -43.2% | -20.4% |
| 6M | +6.9% | +14.7% | -7.8% | +9.1% |
| YTD | +77.2% | +38.4% | +38.7% | +82.8% |
| 1Y | +123.2% | +34.0% | +89.3% | +131.2% |
| All | +123.2% | +33.7% | +89.6% | +131.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 1y: compounded portfolio wealth divided by compounded DGX 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…
1y analysis · Full analysis span regression · 6 months rolling