+1,433.7%
GLW vs DGX
+9,743.1%
-8,309.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | 0.0% | -4.3% | -4.3% |
| 7D | +7.7% | +1.6% | +6.2% | +7.3% |
| 30D | -18.8% | +11.2% | -30.0% | -21.6% |
| 3M | -27.7% | +10.4% | -38.1% | -30.3% |
| 6M | -44.4% | +37.1% | -81.5% | -50.4% |
| YTD | +31.3% | +52.1% | -20.8% | +13.0% |
| 1Y | +40.0% | +40.7% | -0.7% | +23.5% |
| 3Y | +339.2% | +107.6% | +231.7% | +234.6% |
| 5Y | +229.2% | +90.6% | +138.6% | +155.2% |
| 10Y | +528.4% | +287.9% | +240.4% | +278.1% |
| All | +1,433.7% | +9,743.1% | -8,309.4% | +246.7% |
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