+562.0%
GLW vs DRI
+339.9%
+222.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.1% | +7.3% | +7.4% |
| 7D | +1.4% | -0.7% | +2.1% | +1.7% |
| 30D | -18.2% | +14.7% | -32.9% | -21.9% |
| 3M | -24.2% | +5.4% | -29.6% | -25.9% |
| 6M | -41.7% | +18.8% | -60.5% | -45.8% |
| YTD | +38.3% | +28.4% | +9.9% | +24.8% |
| 1Y | +38.2% | +37.7% | +0.5% | +21.6% |
| 3Y | +363.4% | +68.0% | +295.4% | +272.3% |
| 5Y | +254.6% | +78.8% | +175.8% | +175.2% |
| 10Y | +562.0% | +334.2% | +227.8% | +299.8% |
| All | +562.0% | +339.9% | +222.1% | +299.8% |
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