+342.1%
GLW vs DT
-27.0%
+369.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.6% | +7.3% | +5.9% |
| 7D | +3.8% | -3.3% | +7.1% | +4.2% |
| 30D | -1.3% | +2.0% | -3.4% | -1.8% |
| 3M | -21.8% | +20.0% | -41.8% | -24.1% |
| 6M | +6.9% | +39.3% | -32.4% | +0.2% |
| YTD | +77.2% | +19.8% | +57.4% | +70.6% |
| 1Y | +123.2% | +4.3% | +119.0% | +120.7% |
| 3Y | +400.0% | +7.7% | +392.3% | +384.7% |
| All | +342.1% | -27.0% | +369.1% | +327.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling