+2,614.1%
GLW vs DRI
+7,577.6%
-4,963.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.5% | +6.2% | +5.8% |
| 7D | +3.8% | +0.6% | +3.2% | +3.5% |
| 30D | -1.3% | +3.8% | -5.2% | -2.5% |
| 3M | -21.8% | +13.0% | -34.8% | -25.3% |
| 6M | +6.9% | +8.3% | -1.4% | +3.4% |
| YTD | +77.2% | +20.6% | +56.5% | +65.3% |
| 1Y | +123.2% | +6.5% | +116.8% | +115.7% |
| 3Y | +400.0% | +53.7% | +346.3% | +325.3% |
| 5Y | +342.8% | +72.7% | +270.1% | +260.1% |
| 10Y | +771.4% | +363.2% | +408.2% | +388.8% |
| All | +2,614.1% | +7,577.6% | -4,963.6% | +684.9% |
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