+561.9%
GLW vs DT
+101.6%
+460.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.6% | -4.8% | -3.5% |
| 7D | +11.7% | -2.5% | +14.3% | +12.2% |
| 30D | +2.7% | +3.5% | -0.9% | +1.7% |
| 3M | -2.8% | +26.7% | -29.5% | -7.8% |
| 6M | +20.2% | +36.1% | -16.0% | +11.0% |
| YTD | +87.3% | +18.6% | +68.6% | +77.3% |
| 1Y | +119.6% | +7.9% | +111.7% | +111.8% |
| 3Y | +453.7% | +8.6% | +445.1% | +424.8% |
| 5Y | +376.1% | -26.7% | +402.7% | +372.3% |
| All | +561.9% | +101.6% | +460.3% | +365.4% |
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