+36.5%
GLW vs DIA
+10.7%
+25.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.5% | +6.9% | +6.4% |
| 7D | +1.4% | -1.6% | +3.0% | +5.2% |
| 30D | -18.2% | +1.3% | -19.5% | -19.6% |
| 3M | -24.2% | -2.1% | -22.1% | -20.8% |
| 6M | -41.7% | +6.2% | -47.9% | -48.3% |
| YTD | +38.3% | +10.3% | +28.0% | +11.6% |
| All | +36.5% | +10.7% | +25.8% | +11.0% |
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