+356.2%
GLW vs DOC
+43.5%
+312.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +3.1% | -9.0% | -6.6% |
| 7D | -9.5% | +8.7% | -18.2% | -11.4% |
| 30D | -25.5% | +7.6% | -33.1% | -27.0% |
| 3M | -25.6% | -5.3% | -20.3% | -24.5% |
| 6M | -25.5% | +27.6% | -53.1% | -31.6% |
| YTD | +36.4% | +32.4% | +4.0% | +23.8% |
| 1Y | +40.6% | +22.9% | +17.7% | +30.0% |
| All | +356.2% | +43.5% | +312.7% | +301.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling