+769.5%
GLW vs DRI
+363.5%
+406.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.5% | +6.2% | +5.9% |
| 7D | +3.8% | +0.6% | +3.2% | +3.5% |
| 30D | -1.3% | +3.8% | -5.2% | -2.6% |
| 3M | -21.8% | +13.0% | -34.8% | -25.6% |
| 6M | +6.9% | +8.3% | -1.4% | +3.0% |
| YTD | +77.2% | +20.6% | +56.5% | +64.1% |
| 1Y | +123.2% | +6.5% | +116.8% | +114.9% |
| 3Y | +400.0% | +53.7% | +346.3% | +316.2% |
| 5Y | +342.8% | +72.7% | +270.1% | +249.1% |
| All | +769.5% | +363.5% | +406.0% | +414.3% |
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 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