+32.1%
GLW vs DT
-7.6%
+39.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +1.2% | +8.0% | +9.4% |
| 7D | -5.9% | -20.2% | +14.4% | -9.9% |
| 30D | -26.0% | -30.8% | +4.8% | -31.4% |
| 3M | -29.9% | -10.2% | -19.7% | -29.7% |
| 6M | -37.8% | +8.0% | -45.8% | -33.8% |
| YTD | +33.1% | +1.5% | +31.7% | +43.1% |
| All | +32.1% | -7.6% | +39.7% | +44.2% |
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