+122.4%
GLW vs DVA
+36.3%
+86.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +2.0% |
| 7D | +7.8% | -1.3% | +9.2% | +7.9% |
| 30D | -0.4% | 0.0% | -0.5% | -0.5% |
| 3M | -5.6% | -10.9% | +5.4% | -5.7% |
| 6M | +26.7% | +17.3% | +9.4% | +21.1% |
| YTD | +91.0% | +59.8% | +31.2% | +82.3% |
| 1Y | +122.4% | +36.3% | +86.1% | +113.2% |
| All | +122.4% | +36.3% | +86.1% | +113.2% |
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 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