+307.7%
GLW vs DIA
+57.6%
+250.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +3.1% |
| 7D | -13.9% | -0.9% | -13.0% | -12.7% |
| 30D | -35.0% | +0.3% | -35.2% | -35.1% |
| 3M | -32.4% | -4.5% | -27.8% | -28.1% |
| 6M | -41.3% | +3.4% | -44.7% | -43.5% |
| YTD | +21.8% | +7.8% | +14.1% | +12.0% |
| 1Y | +21.8% | +10.7% | +11.1% | +9.0% |
| 3Y | +307.7% | +57.5% | +250.1% | +139.0% |
| All | +307.7% | +57.6% | +250.1% | +139.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling