+542.4%
GLW vs DLR
+174.9%
+367.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +3.4% | +5.9% | +7.8% |
| 7D | -5.9% | +2.4% | -8.2% | -6.6% |
| 30D | -26.0% | +0.7% | -26.7% | -26.0% |
| 3M | -29.9% | -6.4% | -23.5% | -27.3% |
| 6M | -37.8% | -6.5% | -31.2% | -35.7% |
| YTD | +33.1% | +18.8% | +14.3% | +26.0% |
| 1Y | +36.8% | +9.0% | +27.8% | +33.8% |
| 3Y | +356.1% | +54.5% | +301.6% | +287.9% |
| 5Y | +243.8% | +35.8% | +208.0% | +199.1% |
| 10Y | +542.4% | +177.5% | +364.9% | +339.8% |
| All | +542.4% | +174.9% | +367.5% | +339.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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