+134.7%
GLW vs DHR
+3.9%
+130.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.5% |
| 7D | +16.9% | -2.4% | +19.3% | +16.7% |
| 30D | +7.0% | -2.2% | +9.1% | +7.0% |
| 3M | -3.0% | +9.0% | -11.9% | -4.1% |
| 6M | +31.0% | +3.5% | +27.5% | +32.8% |
| YTD | +93.4% | -10.1% | +103.5% | +104.3% |
| 1Y | +134.7% | +6.2% | +128.5% | +141.7% |
| All | +134.7% | +3.9% | +130.8% | +141.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling