+767.2%
GLW vs DOC
-2.1%
+769.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.8% | +7.5% | +6.4% |
| 7D | +3.8% | -1.5% | +5.2% | +4.3% |
| 30D | -1.3% | -4.8% | +3.4% | +0.5% |
| 3M | -21.8% | +6.9% | -28.7% | -24.5% |
| 6M | +6.9% | +20.7% | -13.8% | -2.0% |
| YTD | +77.2% | +34.1% | +43.0% | +55.2% |
| 1Y | +123.2% | +22.6% | +100.6% | +102.3% |
| 3Y | +400.0% | +20.8% | +379.2% | +345.1% |
| 5Y | +342.8% | -24.9% | +367.7% | +377.5% |
| All | +767.2% | -2.1% | +769.3% | +709.8% |
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