+339.2%
GLW vs DT
-11.4%
+350.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.2% | -4.1% | -4.3% |
| 7D | +7.7% | +3.1% | +4.6% | +7.6% |
| 30D | -18.8% | -29.5% | +10.7% | -18.6% |
| 3M | -27.7% | -11.7% | -16.0% | -27.4% |
| 6M | -44.4% | +29.0% | -73.4% | -45.2% |
| YTD | +31.3% | +3.4% | +27.9% | +32.7% |
| 1Y | +40.0% | -4.2% | +44.3% | +43.9% |
| 3Y | +339.2% | -12.8% | +352.1% | +355.8% |
| All | +339.2% | -11.4% | +350.6% | +355.8% |
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 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