+232.7%
GLW vs DRI
+78.6%
+154.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.4% | -4.7% | -4.4% |
| 7D | +7.7% | +1.1% | +6.7% | +7.5% |
| 30D | -18.8% | +9.7% | -28.5% | -21.1% |
| 3M | -27.7% | +3.2% | -30.9% | -28.7% |
| 6M | -44.4% | +20.6% | -65.0% | -48.5% |
| YTD | +31.3% | +28.3% | +3.0% | +18.4% |
| 1Y | +40.0% | +34.5% | +5.5% | +23.8% |
| 3Y | +339.2% | +66.5% | +272.7% | +243.4% |
| All | +232.7% | +78.6% | +154.1% | +142.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling