+3,012.0%
GLW vs DIS
+1,689.2%
+1,322.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -1.5% | -11.5% | -12.2% |
| 7D | -19.7% | +5.7% | -25.4% | -21.9% |
| 30D | -38.8% | +12.7% | -51.5% | -42.4% |
| 3M | -33.9% | +15.2% | -49.1% | -39.0% |
| 6M | -36.0% | +17.6% | -53.5% | -42.3% |
| YTD | +18.7% | +3.8% | +14.9% | +12.6% |
| 1Y | +19.8% | +6.8% | +13.0% | +11.9% |
| 3Y | +294.3% | +42.1% | +252.2% | +209.3% |
| 5Y | +205.7% | -31.2% | +236.9% | +235.1% |
| 10Y | +493.8% | +37.6% | +456.1% | +339.0% |
| All | +3,012.0% | +1,689.2% | +1,322.8% | +521.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling