+867.9%
GLW vs DHR
+209.6%
+658.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | +16.9% | -2.4% | +19.3% | +18.1% |
| 30D | +7.0% | -2.2% | +9.1% | +7.7% |
| 3M | -3.0% | +9.0% | -11.9% | -8.7% |
| 6M | +31.0% | +3.5% | +27.5% | +25.3% |
| YTD | +93.4% | -10.1% | +103.5% | +98.9% |
| 1Y | +134.7% | +6.2% | +128.5% | +119.8% |
| 3Y | +471.8% | -5.4% | +477.2% | +448.8% |
| 5Y | +394.5% | -27.9% | +422.4% | +441.3% |
| 10Y | +867.9% | +215.7% | +652.2% | +291.4% |
| All | +867.9% | +209.6% | +658.3% | +291.4% |
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