+526.0%
GLW vs DHR
+242.1%
+283.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.4% | -4.7% | -4.5% |
| 7D | +7.7% | +1.2% | +6.5% | +7.2% |
| 30D | -18.8% | +3.7% | -22.5% | -20.0% |
| 3M | -27.7% | +14.5% | -42.2% | -32.4% |
| 6M | -44.4% | +40.9% | -85.4% | -54.1% |
| YTD | +31.3% | +2.4% | +28.9% | +27.1% |
| 1Y | +40.0% | +6.1% | +33.9% | +33.1% |
| 3Y | +339.2% | +21.0% | +318.2% | +271.9% |
| 5Y | +229.2% | -11.4% | +240.6% | +224.1% |
| All | +526.0% | +242.1% | +283.9% | +140.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DHR.
Daily Out/Under-Performance
Portfolio return minus DHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHR 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 10y: compounded portfolio wealth divided by compounded DHR 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…
10y analysis · Full analysis span regression · 6 months rolling