+233.4%
GLW vs DHR
-8.2%
+241.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.4% | -3.7% | -3.4% |
| 7D | -11.1% | +2.6% | -13.7% | -11.7% |
| 30D | -28.4% | +7.4% | -35.8% | -29.8% |
| 3M | -28.8% | +13.0% | -41.8% | -31.5% |
| 6M | -39.8% | +38.5% | -78.3% | -47.1% |
| YTD | +28.7% | +3.8% | +25.0% | +26.7% |
| 1Y | +27.7% | +12.6% | +15.1% | +21.5% |
| 3Y | +331.3% | +22.0% | +309.4% | +283.3% |
| 5Y | +233.4% | -9.5% | +243.0% | +219.3% |
| All | +233.4% | -8.2% | +241.6% | +219.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling