+463.3%
GLW vs DT
+3.8%
+459.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -3.1% | +10.7% | +7.6% |
| 7D | +14.0% | -4.9% | +18.9% | +14.1% |
| 30D | +0.4% | +2.7% | -2.3% | +0.2% |
| 3M | -11.3% | +20.0% | -31.3% | -12.2% |
| 6M | +35.1% | +28.0% | +7.0% | +33.3% |
| YTD | +90.5% | +16.0% | +74.5% | +91.1% |
| 1Y | +132.0% | +0.7% | +131.3% | +139.5% |
| 3Y | +463.3% | +6.2% | +457.1% | +464.5% |
| All | +463.3% | +3.8% | +459.5% | +464.5% |
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