+394.5%
GLW vs DVA
+41.6%
+352.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.1% | +1.3% |
| 7D | +16.9% | +2.0% | +14.9% | +16.5% |
| 30D | +7.0% | -0.4% | +7.4% | +7.0% |
| 3M | -3.0% | -7.7% | +4.7% | -2.6% |
| 6M | +31.0% | +20.0% | +11.0% | +25.5% |
| YTD | +93.4% | +61.1% | +32.3% | +76.4% |
| 1Y | +134.7% | +33.9% | +100.9% | +120.2% |
| 3Y | +471.8% | +91.5% | +380.3% | +394.8% |
| 5Y | +394.5% | +41.8% | +352.7% | +334.9% |
| All | +394.5% | +41.6% | +352.8% | +334.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling