+384.1%
GLW vs DGX
+66.8%
+317.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.3% | +1.7% |
| 7D | +7.8% | -0.9% | +8.7% | +8.0% |
| 30D | -0.4% | -1.2% | +0.7% | -0.3% |
| 3M | -5.6% | +15.8% | -21.3% | -8.4% |
| 6M | +26.7% | +18.2% | +8.6% | +22.0% |
| YTD | +91.0% | +37.2% | +53.8% | +77.6% |
| 1Y | +122.4% | +30.4% | +92.1% | +108.7% |
| 3Y | +471.0% | +96.7% | +374.3% | +365.0% |
| All | +384.1% | +66.8% | +317.4% | +296.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling