+119.6%
GLW vs DT
+1.8%
+117.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.6% | -4.8% | -2.8% |
| 7D | +11.7% | -2.5% | +14.3% | +11.2% |
| 30D | +2.7% | +3.5% | -0.9% | +3.9% |
| 3M | -2.8% | +26.7% | -29.5% | +3.3% |
| 6M | +20.2% | +36.1% | -16.0% | +32.0% |
| YTD | +87.3% | +18.6% | +68.6% | +102.5% |
| 1Y | +119.6% | +7.9% | +111.7% | +140.8% |
| All | +119.6% | +1.8% | +117.8% | +140.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling