+27.7%
GLW vs DRI
+31.8%
-4.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -3.3% |
| 7D | -11.1% | +4.2% | -15.3% | -10.5% |
| 30D | -28.4% | +15.7% | -44.1% | -27.3% |
| 3M | -28.8% | +5.8% | -34.5% | -28.0% |
| 6M | -39.8% | +18.4% | -58.2% | -39.7% |
| YTD | +28.7% | +28.2% | +0.5% | +25.4% |
| 1Y | +27.7% | +35.9% | -8.2% | +21.6% |
| All | +27.7% | +31.8% | -4.1% | +21.6% |
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 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