+356.1%
GLW vs DOW
-24.5%
+380.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -1.4% | +10.7% | +9.4% |
| 7D | -5.9% | -9.4% | +3.5% | -4.8% |
| 30D | -26.0% | +8.9% | -34.9% | -26.7% |
| 3M | -29.9% | +6.7% | -36.6% | -30.6% |
| 6M | -37.8% | -14.2% | -23.6% | -36.0% |
| YTD | +33.1% | +36.9% | -3.8% | +19.8% |
| 1Y | +36.8% | +45.8% | -8.9% | +20.9% |
| 3Y | +356.1% | -23.9% | +380.0% | +370.3% |
| All | +356.1% | -24.5% | +380.6% | +370.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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