+1,008.9%
BE vs GLW
+563.1%
+445.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +7.6% | +2.1% | +3.7% |
| 7D | +29.8% | +14.0% | +15.8% | +17.4% |
| 30D | +26.4% | +0.4% | +26.0% | +25.9% |
| 3M | +9.3% | -11.3% | +20.7% | +17.0% |
| 6M | +105.1% | +35.1% | +70.0% | +51.0% |
| YTD | +219.0% | +90.5% | +128.5% | +73.6% |
| 1Y | +418.8% | +132.0% | +286.7% | +148.1% |
| 3Y | +1,784.6% | +463.3% | +1,321.3% | +346.6% |
| 5Y | +1,251.0% | +382.5% | +868.5% | +259.9% |
| All | +1,008.9% | +563.1% | +445.8% | +126.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GLW.
Daily Out/Under-Performance
Portfolio return minus GLW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLW 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 10y: compounded portfolio wealth divided by compounded GLW 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…
10y analysis · Full analysis span regression · 6 months rolling