+521.8%
GLW vs DRI
+343.2%
+178.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -3.1% |
| 7D | -11.1% | +4.2% | -15.3% | -12.3% |
| 30D | -28.4% | +15.7% | -44.1% | -31.9% |
| 3M | -28.8% | +5.8% | -34.5% | -30.5% |
| 6M | -39.8% | +18.4% | -58.2% | -44.0% |
| YTD | +28.7% | +28.2% | +0.5% | +16.2% |
| 1Y | +27.7% | +35.9% | -8.2% | +12.9% |
| 3Y | +331.3% | +67.7% | +263.6% | +246.7% |
| 5Y | +233.4% | +77.9% | +155.6% | +159.3% |
| 10Y | +521.8% | +338.7% | +183.1% | +276.6% |
| All | +521.8% | +343.2% | +178.5% | +276.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling