+370.5%
GLW vs DT
+72.4%
+298.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +1.2% | +8.0% | +9.0% |
| 7D | -5.9% | -20.2% | +14.4% | -2.2% |
| 30D | -26.0% | -30.8% | +4.8% | -21.1% |
| 3M | -29.9% | -10.2% | -19.7% | -29.0% |
| 6M | -37.8% | +8.0% | -45.8% | -39.8% |
| YTD | +33.1% | +1.5% | +31.7% | +29.1% |
| 1Y | +36.8% | -6.9% | +43.7% | +35.3% |
| 3Y | +356.1% | -10.9% | +367.0% | +348.0% |
| 5Y | +243.8% | -42.2% | +286.0% | +257.9% |
| All | +370.5% | +72.4% | +298.1% | +239.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 10y: compounded portfolio wealth divided by compounded DT 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…
10y analysis · Full analysis span regression · 6 months rolling