+526.0%
GLW vs DUK
+160.3%
+365.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.3% | -5.6% | -4.8% |
| 7D | +7.7% | +1.9% | +5.8% | +6.9% |
| 30D | -18.8% | +8.9% | -27.7% | -22.1% |
| 3M | -27.7% | +5.6% | -33.3% | -29.7% |
| 6M | -44.4% | +7.0% | -51.4% | -46.7% |
| YTD | +31.3% | +14.0% | +17.2% | +21.8% |
| 1Y | +40.0% | +9.1% | +31.0% | +32.5% |
| 3Y | +339.2% | +67.6% | +271.7% | +222.1% |
| 5Y | +229.2% | +56.6% | +172.6% | +146.1% |
| All | +526.0% | +160.3% | +365.7% | +296.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DUK.
Daily Out/Under-Performance
Portfolio return minus DUK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUK 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 DUK 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