+202.2%
GLW vs DOCN
+74.7%
+127.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.5% | +0.1% | +2.1% |
| 7D | -13.9% | -19.2% | +5.2% | -10.2% |
| 30D | -35.0% | -43.1% | +8.1% | -27.9% |
| 3M | -32.4% | -40.7% | +8.4% | -25.7% |
| 6M | -41.3% | -55.0% | +13.6% | -32.8% |
| YTD | +21.8% | +50.6% | -28.8% | +14.2% |
| 1Y | +21.8% | +54.0% | -32.1% | +13.9% |
| 3Y | +307.7% | +203.9% | +103.8% | +238.1% |
| 5Y | +213.7% | -29.4% | +243.1% | +173.5% |
| All | +202.2% | +74.7% | +127.6% | +159.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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