+2,482.4%
GLW vs DVA
+4,923.3%
-2,440.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.3% | -4.8% | -4.6% |
| 7D | +7.5% | -8.8% | +16.3% | +9.2% |
| 30D | -19.0% | -3.4% | -15.6% | -18.9% |
| 3M | -27.9% | -2.6% | -25.3% | -28.1% |
| 6M | -44.6% | -11.9% | -32.7% | -44.1% |
| YTD | +31.0% | +53.6% | -22.7% | +17.9% |
| 1Y | +39.7% | +41.9% | -2.1% | +27.6% |
| 3Y | +338.2% | +97.5% | +240.7% | +269.5% |
| 5Y | +228.4% | +65.0% | +163.4% | +178.2% |
| 10Y | +526.9% | +193.2% | +333.7% | +371.1% |
| All | +2,482.4% | +4,923.3% | -2,440.9% | +1,126.1% |
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