+123.2%
GLW vs DHI
-16.9%
+140.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.1% | +6.8% | +5.9% |
| 7D | +3.8% | -3.1% | +6.9% | +4.4% |
| 30D | -1.3% | -5.5% | +4.1% | -0.3% |
| 3M | -21.8% | -2.2% | -19.6% | -21.2% |
| 6M | +6.9% | -6.0% | +12.8% | +5.9% |
| YTD | +77.2% | 0.0% | +77.2% | +75.3% |
| 1Y | +123.2% | -18.2% | +141.5% | +125.0% |
| All | +123.2% | -16.9% | +140.1% | +125.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 DHI 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