+542.4%
GLW vs DIA
+248.4%
+294.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +2.2% | +7.1% | +6.6% |
| 7D | -5.9% | +0.8% | -6.7% | -6.6% |
| 30D | -26.0% | +1.4% | -27.4% | -27.1% |
| 3M | -29.9% | -2.7% | -27.2% | -27.4% |
| 6M | -37.8% | +6.2% | -44.0% | -41.9% |
| YTD | +33.1% | +10.1% | +23.0% | +19.9% |
| 1Y | +36.8% | +13.0% | +23.8% | +19.8% |
| 3Y | +356.1% | +61.9% | +294.2% | +158.7% |
| 5Y | +243.8% | +57.1% | +186.7% | +102.8% |
| 10Y | +542.4% | +240.9% | +301.5% | +49.2% |
| All | +542.4% | +248.4% | +294.0% | +49.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling