+4,542.6%
GLW vs DTE
+3,490.8%
+1,051.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.7% | +6.4% | +6.0% |
| 7D | +3.8% | +0.2% | +3.6% | +3.7% |
| 30D | -1.3% | -2.6% | +1.2% | -0.1% |
| 3M | -21.8% | -3.9% | -17.9% | -20.8% |
| 6M | +6.9% | -7.9% | +14.8% | +10.5% |
| YTD | +77.2% | +7.2% | +70.0% | +70.7% |
| 1Y | +123.2% | +3.1% | +120.2% | +118.8% |
| 3Y | +400.0% | +47.6% | +352.4% | +308.4% |
| 5Y | +342.8% | +32.7% | +310.1% | +275.6% |
| 10Y | +771.4% | +138.8% | +632.6% | +451.8% |
| All | +4,542.6% | +3,490.8% | +1,051.8% | +785.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling