+554.2%
GLW vs DVA
+192.4%
+361.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.1% | +4.3% | +0.4% |
| 7D | +15.5% | -10.7% | +26.2% | +18.6% |
| 30D | -19.6% | -4.4% | -15.2% | -19.1% |
| 3M | -28.5% | -4.1% | -24.4% | -28.5% |
| 6M | -39.5% | -13.2% | -26.3% | -38.8% |
| YTD | +37.2% | +53.2% | -16.0% | +17.3% |
| 1Y | +35.4% | +40.8% | -5.4% | +18.5% |
| 3Y | +359.7% | +109.7% | +249.9% | +242.9% |
| 5Y | +244.0% | +64.5% | +179.5% | +162.8% |
| All | +554.2% | +192.4% | +361.8% | +310.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling