+1,315.4%
GLW vs DLR
+3,340.7%
-2,025.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.9% | +2.7% |
| 7D | -13.9% | -3.6% | -10.3% | -12.5% |
| 30D | -35.0% | -3.5% | -31.5% | -33.9% |
| 3M | -32.4% | -8.9% | -23.4% | -29.1% |
| 6M | -41.3% | -11.6% | -29.8% | -38.1% |
| YTD | +21.8% | +14.9% | +6.9% | +16.3% |
| 1Y | +21.8% | +6.4% | +15.4% | +20.0% |
| 3Y | +307.7% | +47.3% | +260.4% | +247.3% |
| 5Y | +213.7% | +32.8% | +180.9% | +169.3% |
| 10Y | +509.3% | +169.6% | +339.7% | +272.8% |
| All | +1,315.4% | +3,340.7% | -2,025.3% | +163.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling