+40.6%
GLW vs DVA
+62.2%
-21.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +5.8% | -11.6% | -5.9% |
| 7D | -9.5% | +4.7% | -14.2% | -9.5% |
| 30D | -25.5% | +7.8% | -33.3% | -25.5% |
| 3M | -25.6% | -15.5% | -10.1% | -24.5% |
| 6M | -25.5% | +25.0% | -50.5% | -29.0% |
| YTD | +36.4% | +69.6% | -33.2% | +29.9% |
| 1Y | +40.6% | +60.6% | -20.0% | +33.3% |
| All | +40.6% | +62.2% | -21.6% | +33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 1y: compounded portfolio wealth divided by compounded DVA 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…
1y analysis · Full analysis span regression · 6 months rolling