+668.0%
BE vs GLW
+356.9%
+311.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.3% | -0.6% | -1.4% |
| 7D | +10.8% | +7.7% | +3.1% | +5.0% |
| 30D | -19.8% | -18.8% | -0.9% | -3.4% |
| 3M | -18.7% | -27.7% | +9.0% | +6.9% |
| 6M | -33.7% | -44.4% | +10.7% | +4.3% |
| YTD | +121.0% | +31.3% | +89.7% | +64.4% |
| 1Y | +85.4% | +40.0% | +45.4% | +32.1% |
| 3Y | +1,709.5% | +339.2% | +1,370.3% | +431.1% |
| 5Y | +462.2% | +229.2% | +233.0% | +106.2% |
| All | +668.0% | +356.9% | +311.1% | +114.6% |
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