+3,392.8%
GLW vs DVA
+5,194.7%
-1,801.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.3% | +4.4% | +5.4% |
| 7D | +3.8% | +1.8% | +1.9% | +3.4% |
| 30D | -1.3% | -2.5% | +1.1% | -0.9% |
| 3M | -21.8% | -4.3% | -17.5% | -21.7% |
| 6M | +6.9% | +18.9% | -12.0% | +2.4% |
| YTD | +77.2% | +61.9% | +15.2% | +59.0% |
| 1Y | +123.2% | +35.7% | +87.5% | +106.6% |
| 3Y | +400.0% | +78.6% | +321.3% | +330.2% |
| 5Y | +342.8% | +39.2% | +303.6% | +290.0% |
| 10Y | +771.4% | +184.0% | +587.4% | +561.4% |
| All | +3,392.8% | +5,194.7% | -1,801.9% | +1,553.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling