+559.4%
GLW vs DLR
+190.0%
+369.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.1% | +7.3% | +7.4% |
| 7D | +1.4% | -2.0% | +3.5% | +2.7% |
| 30D | -18.2% | +0.5% | -18.7% | -18.2% |
| 3M | -24.2% | -4.4% | -19.8% | -22.1% |
| 6M | -41.7% | -6.4% | -35.3% | -39.8% |
| YTD | +38.3% | +19.5% | +18.8% | +30.5% |
| 1Y | +38.2% | +10.5% | +27.7% | +34.4% |
| 3Y | +363.4% | +54.0% | +309.4% | +294.2% |
| 5Y | +254.6% | +39.7% | +214.9% | +204.8% |
| All | +559.4% | +190.0% | +369.4% | +346.3% |
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