+447.9%
GLW vs DOW
-15.8%
+463.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.0% | +8.7% | +6.9% |
| 7D | +3.8% | -2.4% | +6.2% | +4.6% |
| 30D | -1.3% | +0.4% | -1.7% | -2.1% |
| 3M | -21.8% | -14.4% | -7.4% | -17.8% |
| 6M | +6.9% | -7.0% | +13.9% | +5.8% |
| YTD | +77.2% | +30.2% | +47.0% | +47.6% |
| 1Y | +123.2% | +29.2% | +94.0% | +83.8% |
| 3Y | +400.0% | -36.7% | +436.7% | +470.8% |
| 5Y | +342.8% | -37.7% | +380.5% | +401.3% |
| All | +447.9% | -15.8% | +463.7% | +333.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling