+1,766.8%
GLW vs DRI
+7,978.2%
-6,211.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +2.9% |
| 7D | -13.9% | +2.8% | -16.7% | -14.8% |
| 30D | -35.0% | +13.3% | -48.2% | -37.6% |
| 3M | -32.4% | +8.2% | -40.5% | -34.4% |
| 6M | -41.3% | +17.5% | -58.9% | -45.0% |
| YTD | +21.8% | +26.9% | -5.1% | +11.3% |
| 1Y | +21.8% | +31.6% | -9.7% | +10.0% |
| 3Y | +307.7% | +67.0% | +240.7% | +236.2% |
| 5Y | +213.7% | +72.9% | +140.8% | +153.8% |
| 10Y | +509.3% | +371.3% | +137.9% | +238.0% |
| All | +1,766.8% | +7,978.2% | -6,211.4% | +428.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling