+35.4%
GLW vs DVA
+42.7%
-7.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.1% | +4.3% | -0.7% |
| 7D | +15.5% | -10.7% | +26.2% | +15.6% |
| 30D | -19.6% | -4.4% | -15.2% | -19.5% |
| 3M | -28.5% | -4.1% | -24.4% | -28.6% |
| 6M | -39.5% | -13.2% | -26.3% | -39.8% |
| YTD | +37.2% | +53.2% | -16.0% | +29.7% |
| 1Y | +35.4% | +40.8% | -5.4% | +30.5% |
| All | +35.4% | +42.7% | -7.3% | +30.5% |
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