+526.0%
GLW vs DTE
+152.1%
+373.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.4% | -4.7% | -4.5% |
| 7D | +7.7% | +3.4% | +4.3% | +6.1% |
| 30D | -18.8% | +8.9% | -27.7% | -22.3% |
| 3M | -27.7% | +1.1% | -28.8% | -28.1% |
| 6M | -44.4% | +0.1% | -44.5% | -44.8% |
| YTD | +31.3% | +11.1% | +20.2% | +23.7% |
| 1Y | +40.0% | +4.9% | +35.1% | +35.7% |
| 3Y | +339.2% | +58.6% | +280.7% | +236.2% |
| 5Y | +229.2% | +47.3% | +181.9% | +157.4% |
| All | +526.0% | +152.1% | +373.9% | +304.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 10y: compounded portfolio wealth divided by compounded DTE 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…
10y analysis · Full analysis span regression · 6 months rolling