+342.1%
GLW vs DLR
+33.9%
+308.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.3% | +5.4% | +5.6% |
| 7D | +3.8% | +1.6% | +2.2% | +3.1% |
| 30D | -1.3% | -3.4% | +2.0% | +0.1% |
| 3M | -21.8% | +0.5% | -22.3% | -22.1% |
| 6M | +6.9% | +4.6% | +2.3% | +5.5% |
| YTD | +77.2% | +23.4% | +53.7% | +65.0% |
| 1Y | +123.2% | +19.0% | +104.2% | +110.4% |
| 3Y | +400.0% | +56.5% | +343.5% | +332.9% |
| All | +342.1% | +33.9% | +308.3% | +264.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling