+32.1%
GLW vs DRI
+32.5%
-0.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +1.5% | +7.7% | +9.4% |
| 7D | -5.9% | +3.1% | -9.0% | -5.4% |
| 30D | -26.0% | +16.2% | -42.2% | -24.8% |
| 3M | -29.9% | +8.4% | -38.2% | -28.9% |
| 6M | -37.8% | +19.0% | -56.8% | -37.6% |
| YTD | +33.1% | +28.8% | +4.3% | +29.7% |
| All | +32.1% | +32.5% | -0.4% | +25.8% |
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 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