+132.0%
GLW vs DIA
+17.7%
+114.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -1.1% | +8.7% | +9.6% |
| 7D | +14.0% | +0.1% | +14.0% | +13.5% |
| 30D | +0.4% | -2.1% | +2.4% | +3.9% |
| 3M | -11.3% | +4.2% | -15.5% | -18.5% |
| 6M | +35.1% | +11.9% | +23.2% | +9.6% |
| YTD | +90.5% | +10.8% | +79.7% | +55.4% |
| 1Y | +132.0% | +17.5% | +114.5% | +85.3% |
| All | +132.0% | +17.7% | +114.3% | +85.3% |
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