+254.6%
GLW vs DVA
+73.1%
+181.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.4% | +5.1% | +7.2% |
| 7D | +1.4% | -4.8% | +6.2% | +1.9% |
| 30D | -18.2% | +0.9% | -19.2% | -18.5% |
| 3M | -24.2% | +2.9% | -27.1% | -24.8% |
| 6M | -41.7% | -7.8% | -34.0% | -41.8% |
| YTD | +38.3% | +61.5% | -23.2% | +25.9% |
| 1Y | +38.2% | +50.1% | -11.9% | +27.2% |
| 3Y | +363.4% | +121.1% | +242.3% | +293.1% |
| 5Y | +254.6% | +72.9% | +181.7% | +204.0% |
| All | +254.6% | +73.1% | +181.4% | +204.0% |
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