+833.1%
GLW vs DLR
+172.7%
+660.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.0% | -1.2% | -2.4% |
| 7D | +11.7% | -1.3% | +13.0% | +12.4% |
| 30D | +2.7% | -2.9% | +5.5% | +4.0% |
| 3M | -2.8% | +3.2% | -6.0% | -4.3% |
| 6M | +20.2% | +3.9% | +16.3% | +18.6% |
| YTD | +87.3% | +21.4% | +65.8% | +74.5% |
| 1Y | +119.6% | +9.7% | +109.9% | +112.5% |
| 3Y | +453.7% | +56.5% | +397.1% | +365.0% |
| 5Y | +376.1% | +41.5% | +334.6% | +304.3% |
| All | +833.1% | +172.7% | +660.3% | +541.3% |
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