+542.4%
GLW vs DIS
+40.1%
+502.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +2.0% | +7.2% | +8.4% |
| 7D | -5.9% | +5.3% | -11.2% | -7.9% |
| 30D | -26.0% | +10.2% | -36.2% | -29.1% |
| 3M | -29.9% | +13.5% | -43.4% | -34.2% |
| 6M | -37.8% | +11.1% | -48.9% | -41.8% |
| YTD | +33.1% | +5.5% | +27.6% | +26.5% |
| 1Y | +36.8% | +9.1% | +27.7% | +27.9% |
| 3Y | +356.1% | +36.0% | +320.1% | +269.1% |
| 5Y | +243.8% | -29.8% | +273.6% | +284.1% |
| 10Y | +542.4% | +36.6% | +505.8% | +357.2% |
| All | +542.4% | +40.1% | +502.3% | +357.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DIS.
Daily Out/Under-Performance
Portfolio return minus DIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIS 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 DIS 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