+3,473.6%
GLW vs DOC
+2,934.4%
+539.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +3.1% | -9.0% | -7.0% |
| 7D | -9.5% | +8.7% | -18.2% | -12.4% |
| 30D | -25.5% | +7.6% | -33.1% | -27.8% |
| 3M | -25.6% | -5.3% | -20.3% | -24.5% |
| 6M | -25.5% | +27.6% | -53.1% | -32.8% |
| YTD | +36.4% | +32.4% | +4.0% | +20.9% |
| 1Y | +40.6% | +22.9% | +17.7% | +28.0% |
| 3Y | +352.8% | +43.1% | +309.7% | +281.4% |
| 5Y | +267.1% | -21.4% | +288.4% | +283.6% |
| 10Y | +581.8% | +16.8% | +565.0% | +484.9% |
| All | +3,473.6% | +2,934.4% | +539.2% | +976.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling