+40.6%
GLW vs DRI
+34.0%
+6.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +5.1% | -11.0% | -5.0% |
| 7D | -9.5% | +6.5% | -16.0% | -8.6% |
| 30D | -25.5% | +16.4% | -41.9% | -24.1% |
| 3M | -25.6% | +13.6% | -39.2% | -24.1% |
| 6M | -25.5% | +22.0% | -47.5% | -25.5% |
| YTD | +36.4% | +29.3% | +7.1% | +35.9% |
| 1Y | +40.6% | +32.0% | +8.6% | +39.3% |
| All | +40.6% | +34.0% | +6.6% | +39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 1y: compounded portfolio wealth divided by compounded DRI 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…
1y analysis · Full analysis span regression · 6 months rolling