+243.8%
GLW vs DOW
-30.5%
+274.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -1.4% | +10.7% | +9.6% |
| 7D | -5.9% | -9.4% | +3.5% | -3.7% |
| 30D | -26.0% | +8.9% | -34.9% | -27.5% |
| 3M | -29.9% | +6.7% | -36.6% | -31.3% |
| 6M | -37.8% | -14.2% | -23.6% | -35.5% |
| YTD | +33.1% | +36.9% | -3.8% | +14.1% |
| 1Y | +36.8% | +45.8% | -8.9% | +14.1% |
| 3Y | +356.1% | -23.9% | +380.0% | +389.2% |
| 5Y | +243.8% | -30.8% | +274.6% | +283.2% |
| All | +243.8% | -30.5% | +274.3% | +283.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling