+212.6%
GLW vs DT
-43.6%
+256.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.2% | +2.7% |
| 7D | -13.9% | -24.7% | +10.8% | -11.0% |
| 30D | -35.0% | -27.4% | -7.6% | -32.5% |
| 3M | -32.4% | -11.1% | -21.2% | -31.7% |
| 6M | -41.3% | +13.7% | -55.0% | -43.3% |
| YTD | +21.8% | +0.2% | +21.6% | +19.7% |
| 1Y | +21.8% | -5.7% | +27.5% | +21.2% |
| 3Y | +307.7% | -8.1% | +315.8% | +302.1% |
| All | +212.6% | -43.6% | +256.2% | +218.6% |
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 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