+339.2%
GLW vs DGX
+106.7%
+232.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | 0.0% | -4.3% | -4.3% |
| 7D | +7.7% | +1.6% | +6.2% | +7.8% |
| 30D | -18.8% | +11.2% | -30.0% | -18.6% |
| 3M | -27.7% | +10.4% | -38.1% | -27.5% |
| 6M | -44.4% | +37.1% | -81.5% | -45.0% |
| YTD | +31.3% | +52.1% | -20.8% | +28.8% |
| 1Y | +40.0% | +40.7% | -0.7% | +38.3% |
| 3Y | +339.2% | +107.6% | +231.7% | +294.6% |
| All | +339.2% | +106.7% | +232.5% | +294.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling