+394.5%
GLW vs DUK
+38.9%
+355.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.6% |
| 7D | +16.9% | -0.1% | +17.0% | +16.9% |
| 30D | +7.0% | +0.2% | +6.7% | +6.9% |
| 3M | -3.0% | -1.9% | -1.1% | -3.0% |
| 6M | +31.0% | -6.5% | +37.5% | +32.1% |
| YTD | +93.4% | +5.4% | +88.0% | +89.9% |
| 1Y | +134.7% | +3.6% | +131.2% | +130.9% |
| 3Y | +471.8% | +48.1% | +423.7% | +389.5% |
| 5Y | +394.5% | +39.6% | +354.9% | +322.9% |
| All | +394.5% | +38.9% | +355.5% | +322.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling