+2,126.0%
GLW vs DGX
+8,796.3%
-6,670.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.7% | +8.2% | +7.8% |
| 7D | +14.0% | -0.3% | +14.3% | +14.1% |
| 30D | +0.4% | -1.2% | +1.6% | +0.7% |
| 3M | -11.3% | +19.9% | -31.2% | -16.9% |
| 6M | +35.1% | +19.2% | +15.9% | +26.4% |
| YTD | +90.5% | +37.5% | +53.1% | +70.0% |
| 1Y | +132.0% | +31.3% | +100.7% | +109.3% |
| 3Y | +463.3% | +96.6% | +366.7% | +337.5% |
| 5Y | +382.5% | +64.3% | +318.2% | +293.6% |
| 10Y | +837.6% | +241.1% | +596.5% | +489.4% |
| All | +2,126.0% | +8,796.3% | -6,670.3% | +421.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling