+40.6%
GLW vs DIA
+15.0%
+25.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +3.1% | -8.9% | -11.0% |
| 7D | -9.5% | +1.6% | -11.1% | -12.0% |
| 30D | -25.5% | +4.1% | -29.6% | -30.8% |
| 3M | -25.6% | -1.0% | -24.6% | -24.2% |
| 6M | -25.5% | +9.7% | -35.1% | -37.8% |
| YTD | +36.4% | +12.2% | +24.2% | +6.8% |
| 1Y | +40.6% | +14.9% | +25.7% | +6.0% |
| All | +40.6% | +15.0% | +25.6% | +6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DIA.
Daily Out/Under-Performance
Portfolio return minus DIA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIA 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 DIA 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