+833.1%
GLW vs DTE
+141.0%
+692.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.3% | -1.9% | -2.6% |
| 7D | +11.7% | -2.0% | +13.7% | +12.8% |
| 30D | +2.7% | -2.4% | +5.1% | +4.0% |
| 3M | -2.8% | -7.3% | +4.5% | +0.5% |
| 6M | +20.2% | -7.6% | +27.8% | +24.4% |
| YTD | +87.3% | +5.8% | +81.5% | +80.9% |
| 1Y | +119.6% | +2.3% | +117.3% | +115.5% |
| 3Y | +453.7% | +45.0% | +408.7% | +344.3% |
| 5Y | +376.1% | +33.2% | +342.9% | +293.6% |
| All | +833.1% | +141.0% | +692.1% | +507.9% |
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