+478.8%
GLW vs DOC
+14.9%
+463.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -0.2% | -12.7% | -12.8% |
| 7D | -19.7% | +6.2% | -26.0% | -21.7% |
| 30D | -38.8% | +6.5% | -45.3% | -40.5% |
| 3M | -33.9% | -6.2% | -27.6% | -32.5% |
| 6M | -36.0% | +25.6% | -61.6% | -42.5% |
| YTD | +18.7% | +32.1% | -13.3% | +4.2% |
| 1Y | +19.8% | +20.3% | -0.5% | +9.0% |
| 3Y | +294.3% | +42.7% | +251.6% | +225.3% |
| 5Y | +205.7% | -22.2% | +227.9% | +224.0% |
| All | +478.8% | +14.9% | +463.9% | +418.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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