+307.7%
GLW vs DT
-9.2%
+316.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.2% | +2.6% |
| 7D | -13.9% | -24.7% | +10.8% | -13.7% |
| 30D | -35.0% | -27.4% | -7.6% | -34.7% |
| 3M | -32.4% | -11.1% | -21.2% | -32.0% |
| 6M | -41.3% | +13.7% | -55.0% | -41.8% |
| YTD | +21.8% | +0.2% | +21.6% | +23.3% |
| 1Y | +21.8% | -5.7% | +27.5% | +24.8% |
| 3Y | +307.7% | -8.1% | +315.8% | +317.6% |
| All | +307.7% | -9.2% | +316.9% | +317.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling